For any composite to be created, understand the shot / sketch / thought / situation well so that you can appluy the same kind of lighting to all the individual photographs which you eventually plan to put together for an effective composite to be created. For that matter, it should be just you who knows that its not a single photograph unless you are creating something actually unrealistic. So the lighting setup and a consistent one is very important. so if one element is illuminated from the left the accompanying element should also have the same directional lighting and not contradicting. The exposure, highlights and shadows should all be similar as if photographed in the same lighting.

Scale and camera angle also has to be kept in mind. Size the element keeping in mind how they exist in relation to each other. If one element has been shot with a wide angle, let the other elements also have the similar perspective and not that of a telephoto lens.

Your skills of photoshop finally play a significant role as to how you handle different files (Images) and put them together.