Okay, here's what I did:

1) Drew a pretty picture and scanned it into my computer. The drawing was actually done on pink paper, so I had to remove the pink (magic wand tool with 'contiguous' turned off), and adjust the levels-- saturation all the way down took out the pink that remained in the lines nicely.

2) Base color. New layer, set the mode to multiply so the lines will show through the color. Pretty simple. Leave all shading and color effects for other layers-- this is ONLY base color. I also left the flames in their own layer so that I could play with them separately.

3) This was my texture step. Render>difference clouds for the skin is a trick Ian showed me; it gives your color variance beyond just shading, makes the skin look more real. I did it very subtly, with two colors that were very close together. The hair was another one Ian showed me, though I didn't do all of what he did: select the colored hair in your color layer and then move to your sketch layer and adjust the hue/color balance/etc. on the original lines. That way you have hair-colored lining rather than black. Also did shading in here because I used burn and dodge for the texture on the blood.

4) Starting to play with the flames! First of all, I had added "outer glow" in blending options on the flame layer to make them a little softer, and I messed with the layer mode a lot to see what I liked best. All said and done I ended up in Hard Light, though I used Screen for a while. The colors you see on the edges were created with the colored pencil filter, but the 'paper' in the middle was gross so I selected it, removed it, and then color filled the area with a low-opacity light orange. Gaussian blur the whole thing and voila! Flames.

5) Last step: lighting effects. I agonized over how to create the lighting effect I wanted for a long time. Obviously, fire gives off light, but I wanted this picture very dark. I ended up using Render>lighting effects three times. The first, I selected the girl's body and created a light for her. The second, I selected the things on her back and did the same. Finally, I moved to the flame layer and lit them to make them pop, using an orange color light to make sure the flames didn't wash out.

There are plenty of other finishing touches I could do here, but for now I am very happy with how she turned out. And I am very happy with my progress in photoshop, to be able to do all this. :)