Clean vs. Dirty Shake
One of the great signature sounds of the harmonica is the shake (also known as warble or in classical terms a trill). This is where you play the 4 draw for example and move up to the 5 draw, alternating between the two, either fast or slow, depending on the affect you're going for (usually fast).
A clean shake is where you move from one to the other, never both at the same time... this is generally the primary shake used by players.
You can also dirty it up by having a little bit of the 5 draw sounding (just a sliver of air leaking into the 5) while playing the 4, and a little bit of the 4 bleeding in while you play the 5. This way you still achieve the shake sound (the trilling between two notes), but with a thicker, more bluesy, texture.
It's great to have both in your textural bag of tricks. Give it a try.