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That looks like it was either hand drawn using Illustrator and a Wacom tablet, or it might have been traced from a photo with a Wacom.

Most plugins that do this type of effect add texture to an image.

You can create similar effects..not as exact and smooth as that though, with Photoshop's own filters. Just experiment with different blending modes and opacity.

That can be done using the pen tool. This cell shaded art is one of the forms of vector art (it is best done in vector programs such as Illustrator but you'll be able to get a similar look in Photoshop using its own vector features).