Probably my favourite series of books that has come out in the last few years has been Brian McClellan’s Powder Mage Trilogy. I find it pretty much impossible to compare anything to Patrick O’Brian’s Aubrey-Maturin series but it should tell you something that I thought of his books when I was trying to figure out how to describe McClellan’s series. I highly recommend checking out his books, which you can do through his website (http://www.brianmcclellan.com/).
I begin with some character exploration. This is where I work out how I want them to look, dress, maybe a little attitude.
Then I’ll work out setting and composition. How are the characters interacting with the world around them, where is the light coming from, what is there beyond what they’re standing on? All that gets worked out here. And then I’ll do a few thumbnail sketches to get an idea of how it all fits together before the full size sketch and final piece.