Well, one of the techniches I used on this one was:
step 1. Draw a sketch.
step 2. color the scetch on a seperate layer. Put in some shadow and highilghts.
step 3. Press ctrl. and then click the scetch layer. That'll select everything on the layer. Apply the selection on the color-layer, and use the level tool to change the color balance on these areas.
This will give you a noice, scetchy look to your colored painting.