First, I make a background layer in white. And then, 2 layers above this one.
On layer 1, I name it "DRAW" or something. I make an ordinary draw with the 19 size brush.
At the layer below the "DRAW" I add colors with the opacity in 100%. It usually take 3 layers: one for the skin, one for the clothes and one for the hair.
Now I add the volume textures by making another layer above all the others. The point here is to use the key "alt" to create the illusion of gradient tones. This step is divided in two steps:
First, I make the gradient in a low detail level, with 20 ~ 30% of opacity and a big brush, usually 50 size.
Second, I put the opacity betwen 7 and 17% and use a smaller brush so I can make the small details.
I basically use the same round brush. Sometimes I use the different types of brushes but only to make some special effects, not the most important parts of the painting.
The average time to make a full painting like that is around 6 hours.