Tutorial #2: Robert Goren, of LO:CI
Oh, and I use PSP7, so I have no idea how this would translate to Photoshop or any of the other programs floating around.
Icon being made: 
Step 1: Find a relatively hi-res screencap. In this case, mine came from the lovely and generous 
dark_soul_lost, and it's of Vincent D'Onofrio AKA Robert Goren from Law & Order: Criminal Intent.
Step 2: Crop, and then sharpen your base. With me, I have two steps I almost always do: duplicate the base twice, and then set the dupes, in order, to 'multiply', and 'screen'. After that, it's still dark, so I duplicate the 'screen' layer again, and then reduce it to 60%. He needs to be seen, but I don't want him blinding. Results before and after:
Step 3: Figure out your borders. Personally, I love the narrow look, with white bands at the top and bottom. So, I did those:
Step 4: Pick a texture brush that looks good on 'darken'. I picked one by braggadocio_org, and using black, applied on a new layer. Then, I set the layer to 'darken':
Step 6: I also adore black and white pictures. So, I merged the layers, used 'Grey Scale', copied that image, pasted as a new image, then went back to the merged image, and used the back arrow to before I merged. Take the b&w copy, and paste it as the topmost layer, deleting where the borders and brushing is.
Step 7: So, now you add color. Add a new layer, fill in with whatever gradient you choose, and then erase where it touches the subject. (I set mine on 'darken', but for the sake of showing what I mean, I'll set it on 'screen'. (I stretch out my gradients, pulling them every which way until I'm completely happy with the color. Actually a good tip, somehow.)
Step 8: Add a new layer, and using whatever gradient you used last time, fill it in. (Since I stretched the last layer, I'm not stretching this one, since I like the look when it's not matched 100%.) Set this layer to 'Soft Light', and then erase where the borders/brushing are.
Step 9: Now, duplicate one of the colored Goren's, and move it to the top, setting it on 'saturation'. If done right, it should give that lovely and kind of complicated look where some things are colored, others not. (This might not work with all pictures; to be blunt, I'm surprised it worked for me. But, hey, who am I to argue. *g*
Step 10: Brushes! Which means...all together now..."We're almost done!". Yes. I'm not giving which exact brushes I used, because not only can I not remember, but also...this is your icon. *nudges you* Use the brushes you like. But, I did use brushes by dark_soul_lost, and braggadocio_org. (I highly suggest you check them out; the former has some seriously cool border brushes, and the latter rocks textures.)
Starting a new layer, apply one brush using white, and set it on 'overlay'. Start another new layer, apply a different brush, and set it on 'soft light'. Now, using one of dark_soul_lost's cool border brushes in white, I started another new layer, and fiddled. After fiddling, I set it on 'soft light' and duplicated it.
Most people will generally be done by this point. This is mainly a coloring tutorial anyway. :P If you're into the double-image thing...just merge the layers so far, copy, go back and paste a new layer. Then just fiddle with the placement. Text...optional. The only thing left is another brush, this time by inxsomniax. Another person for great textures, and if you pick the right one, you'll get a great grainy effect.
Whew. Kind of long, I know, but I may have become...slightly anal-retentive with this one. *g* This icon's my baby. *pets icon* One of my favorites, which is why.
So. Questions, feedback...and if possible, a sample of what you made are all welcome. Now, I'm off to rest my brain for the next two tutorials.