Well, it's all about getting the best of what you have. Make a drawing, scan it in Black'n'White. Color it flat. Shade it. Add effects ect.
I guess you're thinking about the wings. It's rather simple made, really... The wing are cut out from a full colored layer, then with an adjusted Opacity, I colored the inner cutout, and when finished, i cut the outer layer away, and Voila! A set of ½ transparent Cosmic looking wings
Her outfit is pretty, very frilly and sexy!
I also like how you did her hair, it kinda reminds me of wings. XD Speaking of wings, the little details, with the moons and pearl, look absolutely gorgeous! It adds some regal-ness to the picture.