General colour and harmony
I begin by roughing in the scene as a whole to test the colour scheme and the harmony between the characters. I always start with a medium colour and then the shadows and highlights. I begin with solid colours only and then add details and other shades of these colours. Then I step back to assess how harmonious and pleasing the scene is.
More details and depth
After this first colour test I begin to detail and better define a particular element, enhancing its colours. I keep checking that the scene continues to look harmonious as I add more highlights and shadows in order to give more depth and volume to the chosen element.