I did this tutorial ages ago for a friend. But now that I'm done with this particular style, I don't see any reason to keep my methods secret any more
So yeah, this is pretty much how I do my comic shading for Phoenix Requiem. It's not a detailed tutorial; it presumes you're already good with Photoshop.
Edit: Obviously, this image is a couple of years old. I do things a little differently now, but this should give you a rough idea, at least until I replace it with something else