Step 1
First of all I did some quick thumbnail sketches with different poses, which is a really fast way of trying designs out and making a strong silhouette. When I was pleased with the results, I scanned and printed out a larger copy of it, then used translucent paper to trace over it with a ballpoint pen (Fig.01).

Fig. 01
Step 2
After the final paper sketch image was done, I scanned it into Photoshop, made a new layer (Setting > Multiply), then started blocking-in some colours. I tend just to play around with the colours until I find something that I think works and would be fun too work with. For the background, I took a big custom brush, set to about 25% opacity, and just went crazy with it! (Fig.02)

Fig. 02