Two of my favorite filters are spatter and distort.
First I use my smudge tool and duplicate the layer I want to spatter. Take the duplicate and put it behind the original layer. I smudge from the inside (like from the center of the torso) to the outside of the body so it creates sort of an aura around the original layer. Then, I would either blur it a little or just spatter right away. The spatter is under filter > brush strokes > spatter. Make sure you adjust the levels accordingly so you will have a noticeable filter without the pixels becoming messed up (they become blue, yellow, or red if you spatter too much)
Here's an example.

(You can see some pixels being different colors on the Link to the way left)
Your text placement is way better than mine. Nice job :D
Another filter I like is distort, but you'll have to play with it to get what you want because sometimes it gives some unwanted results. Use a .PSD with many effects to get the best distortion.
Here's the beginning of a signature. Just a white brush stroke and a Ferrari render.

Note that make sure your the .PSD you're choosing for distort is doesn't have any faces or guns or w/e. Just mainly effects. Because I used the .PSD from my RE5 signature, you can Chris' shotgun and part of Claire's face. So I switched to something else.
Now after fiddling around with spatter, distort (and a large ripple for the ferrari) I got this. Just more brush strokes, added and beveled the Ferrari logo, I got this.

(Not the greatest but meh, it works for what we're talking about)
The distort makes a decent background, and spatter adds some… uhhh… toppings on the pizza I could say.
I also use more techniques other than this, other cools things to look into are C4Ds (3D-ish images (if you look at My Chun-Li signature, the flower looking thing behind her is a C4D)), gradient maps, more filters, and some tutorials on effects like making something look glossy and such. Though, I don't really have much time to look at tutorials. I try to do something when I can and learn as I go on.
Good luck.