Here yah goes. c:
Final product: http://www.furaffinity.net/view/5251668/
Step 1: I start with the bg by adding texture brushes and dual brushes. After that, I draw the dark silhouettes of the characters I'm drawing. BTW its all done on normal layers.

Step 2: I start detailing the silhouettes with designs and value. This is before the coloring stage, so everything has too look semi-done.

Step 3: When I'm somewhat satisfied with the black and white pict, I add colors. I don't have a definite coloring method since I'm still an amateur at this B&W style but I use a color balance layer to tweak with and then add an overlay layer for additional colors.

Step 4: Now this is just final touches. I add the highlights and the shine to the armors if necessary. And then you're done!