The nonlinear rheological properties of dense suspensions are discussed within simplified models, suggested by a recent first principles approach to the model of Brownian particles in a constant-velocity-gradient solvent flow. Shear thinning of colloidal fluids and dynamical yielding of colloidal glasses arise from a competition between a slowing down of structural relaxation, because of particle interactions, and enhanced decorrelation of fluctuations, caused by the shear advection of density fluctuations. A mode coupling approach is developed to explore the shear-induced suppression of particle caging and the resulting speed-up of the structural relaxation.