This is something I've wanted to do for a while because I don't see many tutorials about it out there. "Advanced" brushes or special effects brushes have textures and colors and operate more like the default brushes in relation to flow. I've split the tutorial into two parts because it's pretty lengthy, the first part is here: [link]
You'll need to know how to make photoshop brushes before starting this tutorial, see my tutorial on basic brush making here: [link]
This technique only applies to PS7+ versions. The tutorial was made in PS7 but as far as I know the layout in CS and CS2 are basically the same.