I have made a video showing and explaining my digital painting process for you. You will see how I usually make my digital artworks.
Here are the main steps of making a digital artwork:
1. Make a sketch based on your idea (if you make your sketch on paper, scan it, and set layer to multiply)
2a. Detail the sketch, make a lineart
2b, or just go straight for coloring like I usually do: add base colors
3. Add shadows and highlits
4. Render the painting: remove sketch lines, add details and paint in everything you want to
5. Add final touches: individual hair, skin texture, glowing spots and other extra things ;)