2 important things:
1) Patience removing the background. Make sure you take your time removing all of it but not more. I use all kinds of tools for that (magic wand, polygonal selection, color match selection, etc.)
2) Make sure you use the "blur tool" to smooth the edges of the foreground cut outs. In regular photos there's an alias that happens and blends the colors. I use a brush size that's not too big or small for the selection. I usually zoom in and work the details. Make sure you select "use all layers".
If you look at this picture you will see the blur used background colors, make it more natural.