Well, so far its just the sky.
I always like to do the sky first. Sometimes I do clouds, sometimes not. Sometimes the skies are greyer or bluer, depending on the mood of the piece, as well as what colors will work with the colors in the building.
For this one I decided a nice, simple, gradated sky would work best. I slowly build up the color starting with the lightest blue, then do 'washes' of colors, much like you would do with watercolors or acrylics, only I do it with colored pencils.
I'm using Prismacolors for this. The colors in the sky are: Light Sky Blue, Caribbean Sea, Blue Lake, Non-Photo Blue, True Blue, and Cool Grey 10%. I could have probably done it with fewer colors, but because I'm me, I used more.
Also, when it could be done, I usually decide to put in another hour and give it one more layer.
I'll start in on the castle next, and when its finished the sky will probably get another going over to make adjustments and tie it all together.