The way I used to do it would be by mixing traditional and digital draw magical effects with markers, add lights using Caran d'Ache pastel pencils (they're very chalky and can cover your base color pretty well, so you can add light touches on top of a dark marker base), gel pens and metallic markers, then move the whole thing to Photoshop/procreate and add some finishing touches from there:
(Here, 99,9% of the swirls are done with markers and pastels, but the "glowy" effect around the lineart is done in Procreate).
Alternatively, marker "blenders" can also help removing some dark color to create lighting effects: here, the light rays were done using a blender:
Some people also use acrylic paint to add lighter touches to their pieces!
As for stuff that I'm always scared of doing: foreshortening and complicated character perspectives. I always feel like my panels don't feature enough "creative angles" so I'm trying to include more, but man, it's truly a pain in the butt to work on them D: