I did this a lonnng time ago. Sasori is probably like second of my favorite characters. Deidara being the first(?).

The steps I used were,
Pencil Lineart: done in pencil, cleaned up then sprayed with fixative (or hairspray if you want)
Skin layer: I went over and over his skin many times with peach, orange, red, yellow and white to get the correct color and shades.
Hair layer: Used like, four to six different reds ranging from pinks to maroons.
Cloak layer: was using colored pencils, got bored and hit it with copics. (literally)

He's smexy. :D