Both of these images were created in the same manner. A rough, and I mean rough layout is scratched on paper to generate an overall feel of how I want the image to look. Inevitably, this will change in the process as I grasp different nuances and such. After the sketch is done, I accumulate images of things that go into the graphic to develop a sense of perspective. This images (thumbnails) will sit in my Illustrator file as a reference. I sketch (digitally) the layout on the first layer. I then copy each sketch into a different layer where I draw, painstakingly, with the pen tool. All components are done on separate layers. Once done, I copy each component into photoshop to paint.
Finished illustrations are then brought back into Illustrator for final outputs.