Export the image
Go to Export Image from the File menu. Select the Visible Canvas option to export everything on screen as a PSD file. This enables you to have all of the individual layers when you open it up in Photoshop. Be sure to export at a large-enough DPI value (300 for print and 72 for web).
Clean up in Photoshop
The fun part of working with real media is living with the mess. I also love the freedom that Photoshop affords me to change an illustration. To help focus on the central portion of the ship, I want to remove some of the haphazard marker. I add a mask on the marker layer and use a pressure-sensitive airbrush to gently fade the marker away around the cockpit.