Normally, what I do is divide up an 11x17 sheet of paper from my sketchbook into six segments one for each panel of a comic.  Using a mechanical pencil, I try to draw what I see straight onto paper, but occasionally you'll see me use the "Ball and cylinder" method of drawing.

After that, I scan the image as a grayscale image at 300 DPI. A regular panel of paper will scan in at about 1700x1700 pixels. Once all the penciling is done for an episode, I'll ink it in Adobe Illustrator as a separate layer.  Illustrator is GREAT for saving your artwork as vector graphics while still keeping a small file size, which means you can get print quality work without too big a hit on disk space.  Occasionally, you'll see an "X" marking out areas of the comic.  Those Xs usually mean two things: If it's an X without an arrow, it usually means "This area will be black." If it's an X with an arrow, it usually means "delete a piece of detail here."  Once the inking is done, I'll remove the pencil later, leaving me with nice  clean ink lines.
 

Still in Illustrator, I'll duplicate the inks on another layer behind the actual inks and turn it into a "LivePaint" group, which marks out zones where I can broadly color in large swaths of the image.  Once I've got the basic colors down, I mark out areas for lightening or darkening the image, add them to the live paint group, and color them the appropriate shades.  Once that's all done, I remove the strokes from the color layer, and with the inks layer showing, you get a nice, but plain, cel shaded image.

The "SFX" portion of the image is where I do any filters and effects, again on a separate layer.  In this case, there's a Gaussian Blur applied to Cassia's robe, and to the Shadow, as well as what will be a burn mark on the back wall.  When the colors/inks are added back in, the robe will glow, and the shadow will "ooze" black.

It isn't perfect, though - Gaussian blurs tend to washout details underneath, so a copy of the ink layer is added in at 20% transparency.  This will allow the black lines on Cassia's robe to come out.  The Shadow's eye is copied as well, to make it stand out.

Finally, I'll add in the background layers, in this case, just a plain wall.  I'll also layer stuff in like the map you see here, or more intricate backgrounds (The gazebo for Closetspace #13 is one example).

This poor template, it's been so twisted and turned and morphed.  Originally, it was created in Pagemaker way back in 2001, then converted to Quark Xpress, and now it still exists as an inDesign template.

I get a lot of flak for staying with this template when there are more dynamic compic pages out there now.  The reason I stay with it?  Well, back in 2001, I didn't have much screen space to make a comic, and horizontal three panel strips were the norm.  Technology has gotten better, as has bandwidth, but I don't like changing styles in the middle of the run.  Once AWFW or CS ends, I plan to go to a more dynamic looking page for my next comic.

I assemble the comic in inDesign, pasting in the individual images, and creating text boxes. Once it's all done, it gets saved as a massively huge EPS for possible printing down the line (which you can see here, then sized down to 750x525 and posted up for you all to throw tomatoes at. :)