Well I'll be pretty much brief for now seeing as I'm tired out and all but here's a few of the effects I use on each of my icons. =)
1) The "pattern overlay" option from the "layer style" menu. I usually use the "gauze" effect on top of certain layers I include. If you look on the animated Malfoy icon, you can see the texture in the background. I just lowered the opacity.
2) The "gradient overlay" option again from the "layer style" menu. Again, I lower the opacity so it doesn't come out quite as bright as I want it to. It gives it a pretty nice effect I think which is why I use it.
3) And I use the burn/dodge tools to highlight certain parts of the icon. You should be able to see which parts are brighter than the rest. =)
I did some research earlier today and came across these tutorials whilst looking for Draco/HP icons and avatars. Hopefully these should come in handy for you too.
1) Icon Tutorial #1 - Graphite Dreams
2) Icon Tutorial #2 - HP/HG Fun
3) Icon Tutorial #3 - Ethereal Prongs
Btw, thanks.