One of the first things almost everyone does when they start to play with Photoshop is to make a montage from two or more images. It's easy and it's really fun to see what kinds of images work well together and which don't. Back in the film days we used to make montages like this using a slide duplicator to copy multiple images onto one frame of film and it worked pretty well (even color masters like Pete Turner were creating images this way) but, of course, you don't have a millionth of the control that you have in Photoshop. In Photoshop (or any other editing program really) you can combine as many images as you like and adjust the brightness and colors of each frame individually before you combine them.
One really fast way for combing images is to just open two different images and then use the move tool to drag one image onto the other. If you just click on the move tool and then click on one of the two (or more) images, you can simply drag it on top of the other and Photoshop will automatically open a new layer with the second image (whichever image is the bottom image becomes the background image in your new montage). You can then adjust the opacity (using the opacity slider in the upper right-hand corner of the layers palette) of the second image to alter how it interacts tonally with the image below it (which, again, is the background layer if you're only using two images).
Once you have the basic opacity set (and you can always readjust it later), you can then tweak the colors, saturation, density, etc. of the montage. To create this image of the Statue of Liberty, for example, I first opened two images: one of the Statue and one of a sunset (both shot on the same day, coincidentally, which makes me like the image even more). I then did a quick curves adjustment on each one and then dragged the sunset onto the Statue shot (again, making the Statue the background image--but I could have dragged the Statue onto the sunset and made the sunset the background layer instead). Once they were combined I used the hue/saturation tool to pump the color a small amount and then used the selective color tool to darken the statue (by selecting the black channel and then adding more black to it--that just darkened the statue's silhouette a bit).
By the way, be sure that all of the images that you are combining are the same resolution and roughly the same size or you'll run into all sorts of sizing issues. And always work at high res (300 dpi) because it would be a shame to create a great image this way and then not be able to make a large print because you created your montage in a low-res version. I've done it a hundred times!
As I've said before in talking about editing, it's tougher to write out the instructions than it is to actually do it--there is a lot of playing and experimenting involved and if you were sitting right here, I could have you doing this in five minutes. The key thing is to pick one dominant image (like the Statue) that is almost a silhouette and then one more airy image to add color and sparkle. Also, once you have the two images combined, try playing with the layer blending modes and see if any of them creates an effect that you like. Layer blending modes are found in a drop-down menu at the top of the layers palette and they are just different ways for the layers to combine--experimenting is the only way to figure out what they do.
Montages like this are a lot of fun to create and, as my high school art teacher told me a thousand times, there are no mistakes in art, it's all just playing until you like it!