Thanks all.

Ok, here is a little run through of the image as per Ravell's request.

First off I'll just show the image with various sets of layers turned off so you can see how they interact with each other. After I'll do some kind of filmstrip image with each of the skin layers being turned on as that is the area where I had the most trouble and it has about 15 or so layers in it. :s Hopefully someone can get something out of it.

Ok.. so here is the image with just the base layers turned on - background, rough costume and base skin colour. The background is how it appears in the finished image as it was done on one layer. I had roughed it in with a giant brush, expecting to try and do something with it at the end. When it came to it I just couldn't be bothered though so I added a layer mask, filled it with rendered clouds and then added some blobs of white to the actual layer it to make it look like there were some out of focus reflections in the distance somewhere.

Zhang-Ziyi 1 - base.jpg

Next image has the eyes turned on. The eyes have about 4 layers in total. I actually shot myself in the foot a little here as when I draw a face I always start with the eyes, which is fine, but then when I worked up the skin I actually worked over the eyes to adjust them slightly and so had to keep the eyes below the skin set which is counter-intuitive. Next time that will be something I change.

Zhang-Ziyi 2 - eyes.jpg

Next up is the skin. As I say, this was very akward for me and a large part of that awkwardness stems from me doing most of the painting with a round brush. I am very lazy when it comes to changing brushes in PS. If I can get away with doing it with a round brush then I will. It wasn't until I'd been working on the skin for a while that I tried switching to one of the other media brushes that I found out how much easier it was to blend the colours. So, my top tip would be not to try and do everything with a round brush.
Another problem I had was getting some of the tones, the warmer pinks and yellows, and getting them to blend nicely. In the end, I found that a layer switched to Hard Light and overlaid over the others provided a very cool and easy way of getting those pinks.

Zhang-Ziyi 3 - skin.jpg

Next I added the lips. Well, actually I did them after the eyes and before the skin but once I had decided to move things around and do the details in a more intutive manner I was able to transplant them above the skin and work on them.

Zhang-Ziyi 4 - lips.jpg

And then the hair. In the end I ended up with about 4 layers for the hair (and 2 for the eyebrows). I added a lot more lighter hair than there was in the reference photo for variation. The bit I had the most trouble with was the top of the forehead and the hairline. It was akward to get a balance between too many and too few hairs there.

Zhang-Ziyi 5 - hair.jpg