To start this gallery off, here's a slittle something that shows my art making process :)

1: make a really rough draft
2: refine it
3: add things you forgot in step 1 and refine everything further
4: block in the shading, have a gray background so that the bright parts are visible. it might actually be a better idea to have a colored background so that the mid-gray shading is visible as well.
5: refine it (I did the hair with a special brush I made)
6: erase stuff that's outside the lineart
7: remove the lineart and proceed from there to make a full painting, or keep the lineart for an easier time.
8: Add a multiply-layer on top of the shading layer, add color. Remember that only the purely white areas of the shading will have the pure and unaffected color that you pick.
9: paint eyes or other smaller details, I prefer doing this in a separate layer.
10: highlights!
11: Add more things that you forgot to do in step 8 and finalize the picture!

Protip:
A hard smudgetool can be used to correct small mistakes in the coloring, like dragging color over areas you missed.
I used it to make the split in her mane and also the uneven ends, like the strands over her horn :)