Yea...a cpl tips, actually...
The first thing you could do to get a 'clean' fade is do it by hand, frame by frame. A 20% downgrade on Tint per frame at .1 seconds produces a decent fade without the filesize going thru the roof, which I am sure you have seen happens pretty easy using tween.
So, create a frame of what you want to fade out and reduce the tint/transparency from 100% to 80%, create a new frame and reduce it to 60%, etc, etc...until down to 0%. To get a smoother fade (in OR out), go inj increments of 10% instead of 20%.
Now, if you DO want to use the tween, this is something that is a simple fix but took me AGES to figure out (a duh moment for sure). This might be a bit difficult to explain...
Say you have 4 layers and you want each layer to be a frame of the animation, so the animation will have 4 frames (like my oval SIG has 4 frames b4 text). Now as you know already, to make each layer a frame of the animation, you would create a new frame and then make sure that the only layer with the eyeball next to it is the one you want in that frame. Repeat this and you have your animation, but with no fade between frames.
So I believe this is where you are when you are trying to use the tween to fade one frame to another. Its also where the 'duh' moment comes in...lol
The reason the result looks messy if you tween one of these frames to another is that there is a transparency that shows 1/2 way thru the tween cuz (and here is the kicker), there is nothing else showing UNDER the frames being tweened! So, this means that as the first frame is fading OUT and the second frame is fading IN, there is a gap where both frames have a 50% tint, leaving the viewer to see what is below it and if there ISN'T anything below it, the whole tween kinda washes out.
To correct this, make sure that there is something showing below the frames being tweened, OR order the layers in a way that the frame fading in is above the one that is...oh hell, this is where its too hard to explain...gonna do some graphics to show what I mean...brb
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Ok...here is what we are working on:

This is what the animation Panel looks like b4 tween:

Here is the LAYERS panel for first frame of animation:

Here is Layers Panel for Second Frame:

Notice how I left the layer for the first frame visible (eyeball) and BELOW the 2nd frame.
Here is the Animation Panel AFTER Tween w/a .1 second time on each frame:

Because the second frame is kept visible during the Tween, you don't get that washed out look.
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Just reread this whole thing and it isn't the clearest, but not sure how to say it any more clear than this. Hope it helps.
Btw, just curious what you all think the 'story' is in my SIG. I'm wondering if what I intended is coming across...