I have attempted to use the Mamoru Oshii approach to anime sets 
and use a mix of 2D cell and 3D CG backdrops. (and I mean "only 
attempted")

The buildings in the background use regular textures whilst trying 
to keep them as flat as possible (a few exceptions are where I have 
used fractilizer on the walls of the buildings) with no specularity, 
cell-look edges and particle line size set to small, to try and give 
them a slightly hand drawn look. The lighting consisted of 14 separate 
lights all using shadow mapping and falloff, 12 of them using steamer.

Glow was added to the skyscrapers and also 5% of fog to try and haze 
them out a wee bit. I was originally going to make the background 
slightly out of focus using the depth of field but the thought of 
waiting for 8 hours or so (been through this on several occasions) 
for it to render put me off, although I think it would have been 
much better. next time.....

For the surface of the character I used the LW cellshader adjusting 
the levels of zone to 0.3  zone2 to 0.3 and zone3, 0.9 and zone4 1.0, 
the reason for this was to try cut down on the amount of levels in the 
cell shading. Almost all of Mamoru Oshii's Anime character surfaces 
consist of only two cell shade levels, I could only manage three without 
making it look too flat. I created a metallic surface for the rifle 
using a low amount of specularity and gaffer to diffuse it more.  Both 
character and rifle both have the cell-look edges and particle line size 
set to small (with the exception of the face itself).