Anarchy?
Anyway, its a matter of matching colors and tones to get the desired "feel" mostly.
Aside from that, in PS what you have to use is layer effects.
1) Drop shadow
2) Inner Shadow
3) Gradient overlay
4) Stroke
Remember that Stroke allows you to use gradients (not just a solid color) and that you can adjust the color, opacity, blending mode and spread of "shaddow modes" ( they don't always have to be dark)
I roughed up a button in 3 mins... so you can see how I applied those techniques. I will keep it on my site for a few days so you can download it.
http://raym31.home.comcast.net/~raym31/button.tif
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