Seperate Background from Character

I usually do the background seperate. I also keep a seperate file, one for background and another for characters. This way too, you can use the same characters in different settings, you will see what I mean as we go along. When I'm done with the background I add the characters to the background as layer using photoshop. When the character is in place I draw an elliptical marquee tool under the character to give it shadow, it gives the character more depth and makes it look like it was drawn in.