Already in max, I made a basic Light setup in VRay bacause is faster than mental ray to do massive render for the demo reel, and start to do the textures and shaders.
For the skin I have used a color map and a map of reflection mixed with cellular that, along with a Ambient Oclussion for contrast and shadows, it gave a good result. The Katana sword for example, has a metallic shader and a displace map with the details of the markmanship.
And this is the whole process, I hope you have found it useful. Don't hesitate in sending emails to me.