They make a bunch of different versions color,B&W's,fog etc etc of the same render and layer them in photoshop.

http://www.itsartmag.com/features/render-passes-zbrush-photoshop/
Very good Video to watch your see what I'm talking about.

http://www.zbrushcentral.com/showthread.php?74301-Re-Angel
cool mech

http://www.zbrushcentral.com/showthread.php?35470-Aias-the-Tower-tutorial
was set up for painting

cool gallery
http://www.zbrushcentral.com/zbc-top-row-gallery.php?p=1

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The Artist that will fight for decades to conquer their media.
Even if you never know their name ,your know their Art.
Dark Sphere Mage Vengeance