I don't know whether my English work or not. Hopefully, the process would be of help to you.
1.At the start, I sketched roughly the composition of the picture at the layer 0(It's upper layer, I call it L0) by pencil tool in px1. I usually use this color when sketching.
2.Filling the layer1(It's lower layer, I call it L1) with bucket tool. The color is the base of this pic.
3.Next I've put the similar colors on the color of L1 by watercolor tool(13~20px), to make the shadowed area and the lighted area.
The contrast drawn now is the main shading tone of this pic. The characters are shaded according to this tone. The depth of the view and the ground line are decided on this step.
4.On L1, drew the outline of the character that most stood out in the background by watercolor tool in 4~5px with lighter color. After done the line roughly, hide L0, then drew the detail of the character. Basically, according to the light source of the background, the colors were put to shade and detailing.
5.Set L0 to view again, and drew the outline of the second character of the bg on L1 following the line of L0.
Switched over L0 to invisible again, and added detail.
6.Brought L0 into view again, then drew Sonic on L1 by watercolor tool(2~8px). I put blue, gray, and colored his white parts grayish pink or orange. 255.255.255 white is too strong in the tone of this pic.
7.Deleted the sketchy lines of L0. Added more details to the characters and the bg on L1 with watercolor tool(1~2px).
8.Switched active layer to L0.
With pencil tool in 1px, Alpha 255, added a cloud of dust.
9.Box eraser tool, Alpha 240, twice or more time. White parts became translucent, and I added more effect by water color tool.
10.By using dodge-tool and lighten-tool, more detail added to the pic. The head light of the robot and the ray were lighted up, the dark part of flame at the left side was burned by dodge tool.
The part that I want it to be the most standing out is Sonic's face. To sharpen the focus on the center of his face, I added the dodge effect.