To give an idea of the process, I started with sketches of the basic movement frames in Photoshop--just quick outlines using the drawing tablet.
The final frames were made as vector layers in Photoshop, including the black outline, which took a bit longer to create. Each frame consisted of a group of vector shapes for the various body parts, so the Photoshop file includes quite a few layers for the different animations, probably somewhere in the 100-200 range. The shading was painted on top of each layer group for every frame. We made changes as necessary throughout the process on the final look of the style.