Sketch

Basic sketch of what I want to do in the image and a general feel. I use Photoshop and primarily a custom sketch brush and the airbrush tool as well as a hard edged brush.

Rough Colors

The first addition of color is a lot darker than the finished outcome. This lets me play with lighting direction

Lighting

Merge all layers down at this point and use the color dodge tool to bring out where I want the lighting to go.

Rough Clean Up

Gently start blending things in with a round airbrush tool. Then going in with a sharper brush and adding in edges. I use the burn tool and multiply brush to add in shading around the eyes.

Rough Clean Up Continued

Just more Cleaning up around the hair and definition of the dress as well as in the eyes some more

Effects

Adding in the arrow with a few layers of color dodge, lighten, and Hard mix layers. A few of these layers are gently blurred. Also I add in a bit of hair strands on a Lighten layer as well as some light particles. I add some more shading on the skirt with a light particles later

Final Piece

I use color correction to change the values into something more vibrant. Then I duplicate the image and blur it. Taking an Airbrush Eraser, I gently erase certain areas to make it sharper in places like the face, and the shoulder.