alright!!
so lets take a look at what we got here

This first pic here is shadows. Now what i did here, was i first rendered my bkg. just cuz it helps me get a sense of lighting for the overall picture. so i used my loaded wet tip watercolor brush. i chose a darker color and just bucket filled the whole bkg. typically when im "painting" i work from shadows to highlights [dark to light]. after that i took my highlight color and painted in the highlights on his chair there. gave some subtle highlights to the top part of it [as itd probably catch a little light as well from where the lightsource is. which is megatrons tail pretty much]
and the bkg rendering is done. Now i decided to handle the characters in a "cel shading" type of manner so what i did was i created a new layer above my megatron and prime flat layers. set the opacity to about 50% and using a black hard round brush [yes..i said black lol] and started blocking in my shadowing, allways keeping in mind my lightsource [which will be megs' tail]

and here's a look at all of the above sans the line art. kinda gives you a better idea of the bkg rendering maybe

And now moving on to highlights! Now that my shadows are done, i created another new layer. I set this layer to overlay and left the opacity at around 80%. Keeping in mind my lightsource i blocked in the highlights accordingly using a white hard round brush.

and now for some FX! What i did here was i created a new layer above ALL the layers [even the line art]. Setting the layer to hard light i took just the regular air brush and choosing my glow color, brushed the glows in. Now its pretty flat if its just the one color and i wanted some brightness to the glows, so using white [or a near white version of the glow color] i brightened up the "core" of the glow a bit

Now this here, im showign you what brush im gonna use to add some kind of dirty effect. i just took that brush [might be a custom one, i cant remember. butyou can use a brush similar to it i guess] and on another layer set to overlay [this time under the line art] and using a dark brown [vary your opacities for painting type stuff. it helps make it look "smooth" and blend in more].

so after i did that all over the place i took the eraser [just a hard edged round eraser. make sure its really small] and just started scribbling all over the place, just erasing little parts of the grime stuff i just put on. just makes it a little more visually interesting.kinda like there's little scrapes in the grime/dirt stuff

and now the pic is pretty much complete. i've gotten all i usually do to it done. time to save and time to put some finishing touches. so after saving, i flattened the pic. I do this to pretty much every pic that i color because sometimes the final look doesnt quite have the flair or right mood [this is kind of a cheat if you cant create mood with color or just dont have the time to take the time picking the right colors].
I bring up the color balance menu and i play with the sliders in allthe shadow, midtones, and highlights categories

after some color balance playing and a couple other tricks we have the final product
and thats...a general and broad little tag-along on a little pic