@Deathead:
I didn't drew that... (As posted)
And I can't really teach... Only tips I guess...
(Photoshop tips)
For the character shade, add a layer that's set to "multiply" over the "base color" layer, then color something grayish blue/green/orange...
For the overall effect, add some dirt images over all layers, and set it to overlay... If it's too much, tweak the layer's opacity...
Try watching the video "Girl using Wacom", I gave some tips there... And a PSD file!
@Digital Awakening: Thanks! For the FoxGirl, it's my job for 4 years, so i'm used to it! LOL