I wrote a bit about this
here, but I'll drop some technical specifics on your asses here. I'm like the anti-Duncan: he just let's the work speak for itself. :P
I rarely ever use the same process from one illustration to the next. This was done in Photoshop alone, my only brush being the hard-edged airbrush. Most shapes are on their own layers, with their textures on unique layers as well, masked by the shape layers. So... lots of layers. I wouldn't do it this way again. Vector paths are far more versatile and would have actually saved time here, and most viewers won't be able to tell that each element has its own texture.