I'll take you through a short version of my step by step process to getting this kind of effect, but there are no fancy secrets. (You have to know basic Photoshop to understand this, but if you have a question feel free to ask me.)
1) I made a pencil drawing in my sketch book, keeping in mind my main the simple concept of St. Joseph being a protector of Little Jesus.
2) I scanned it and imported into Photoshop and put the drawing on MULTIPLY.
3) I colored in all the different sections of the drawing with a 100% opacity basic brush. The colors aren't the exact ones I used but enough so I had an idea of what color everything was.
4)Then I went to town and just played with lighting so I knew what I'd be working with. Again, the colors didn't have to be perfect but quick so I could get many different variations in a short period of time to pick from.
5) After that I began my "finish" mode. I gave the ground colors texture with a gritty brush and varying colors, all the while refining my color decisions.
6) I then built up the light from the different directions I had chosen. It's best to vary the color of different light sources (warmer or cooler).
I don't follow exact step by step methods very well, I like jumping around as I see things that need to be addressed. Don't be afraid to play around and mess up (I hate messing up, it hurts my fat pride), but it's the best way to learn new skills.
Hope this was even slightly helpful!
*Fr. J is a cool priest better known through http://www.lifeteen.com