I think one important thing is to not let the 'noise' of the texture be stronger than the values of the shape the texture is on. It looks odd if you have dark spots on a surface that is brightly lit, or bright spots on a surface that is shadowed.
I know it tempting to render texture and small details with a full value range but it's more effective to just tease the viewer with hints of texture/detailing. A texture isn't effective if it gets in your face with extreme values.
I have trouble rendering texture with Photoshop 5.5 even though I made a few custom brushes by scanning ink blobs.
One thing I've noticed when painting with acrylics is that it is easier to do gradiations if I have a base texture to paint on. I usually use a toothbrush (I flick it with my nail) and some black paint to make a splatter texture on top of a brown wash. Then I use highlight colors thinned out with water to build up the gradiations from there. The noise of the texture helps to hide the edges of my strokes. Sometimes when I get too eager with highlighting my reds with pink I 'toothbrush splat' some dark red color onto the surface to flatten it.
I do a similar thing when I paint in Photoshop, except I use a scanned 'toothbrush splat'.
As for drawing textures as in pebbles, hair etc it's only a matter of being patient and/or finding a good brush that mimics the texture.
Jamen jag tror att han skäms, och har gömt sig. Vårt universum det är en av dom otaliga spermasatser som Herren i sin självhärliga ensamhet har runkat fram för å besudla intet.