It's hard to comment on any one particular thing about this piece, such as lighting and technical skill etc., because it all ties into each other.
What I enjoy the most about this piece is that it's done using a variety of traditional media; I can certainly appreciate the finesse required to more or less get things right the first time instead of having an undo function to fall back on.
Your technical skill, especially with the varying mediums shown here, is fantastic, and you demonstrate a sound understanding of lighting fundamentals (the lighting and shading on the head and face is especially nice).
The eyes are wonderfully rendered, and the red top creates a very nice contrast against the colors in the rest of the piece.
Rendering out the numerous individual strands of hair lends quite well to the piece as well, although the hair forward of her ear to her chest feels a bit sharp, and almost too well defined against the softness of her head and torso.
My only complaints are that the wing could use some slightly stronger shadows to help emphasize the individual feathers, and that there's some artifacting in places around the picture, particularly on her red top; I noticed the piece was uploaded in its PSD format, which defaulted to JPEG for the preview (it's the JPEG compression that's causing the artifacts). I'm left to wonder how much better it would look if it were saved and uploaded as a PNG instead perhaps?
It's still quite a nicely rendered piece however, and I'm quite fond of your stylistic choices. Very nicely done!