To answer both Jenny and Paul, I developed a habit of brining my Ai art into Ps to add certain effects and brushwork that were either non-existent, or very difficult in Illustrator.
For Paul, here's a basic run-down.
I traced Zim from a pic I googled, using the pen tool in Illustrator. I created a couple custom brushes that I used to outline the eyes, for example, to try and recreate the varying width of the stroke.
Once Zim was done, I opened up the file in Ps. I copied the Zim layer. I used the magic wand (with tolerance set around 10), isolated each color in the copy, and changed it to a varied shade of blue.
I added the backgrounds with the marquee tool, then used the pen tool to draw the blue lines and the "ZIM" lettering.
finally, I added a shadow under him.
The only thing that was challenging, really, was the custom brushes. I had to more or less eyeball where the stroke widened and narrowed. It worked out pretty well, especially on Zim's right eye.
That's about it. If you have any other questions about it, let me know. I like it better with the green background.