Most of the challenge comes from trying to make the gradients blend together in a seamless fashion. In Photoshop you can can use gradients that fade from a foreground color to transparent. There's ways to do that in Illustrator and I have used them before but I like to avoid it as much as possible just in case the client or their graphic designer is using software that can't render the transparent layers properly.
I think I might look into using transparencies and blending options some more. It would make the process simpler and we're getting to the point with technology and software that it might not be an issue anymore.
By the time I got to Illustrating Ari I really had the process figured out and a lot less time was spent experimenting with the gradients to see what worked.
You can see all the characters together in the header image of the Eustace Consulting Fan Page.