Through PS you can use the link posted above to create a foreground layer of your mini, and manipulate the background seperate. You can user "Render Clouds" on a layer above your background layer, and then set the blend mode to multiply to get texture. You can also then add a gradiant layer mask to the clouds to get an effect seen above.
That being said, this is something that is easier, IMO, to get in camera. You'll notice a white halo around the fist of one of the miniatures in the link above that Spacemunkie references-- it's b/c pulling images off w/o leaving a halo is hard. It requires feathering the selection, and then zooming in to fix it by hand. It's a good tutorial, but I'm not a fan-- though most of your viewers won't have a trained eye either.
To do this in camera, you'd have to light the background seperate (not going to be done here) or dither the background with spray paint. A big piece of colored poster board, then cut a pattern out. Hold the pattern several inches in front of it and lightly spray paint. Or do it in photoshop-- to each their own.