Most people here probably use either PhotoShop, 3D Studio or Bryce to create their wallpapers, or a combination of a few of them...
If you want to get better at graphics and basically just making wallpapers and using Photoshop then you need to learn what tools are available to you and how to use them...
The best way to do this is to look at some tutorials for Photoshop on the net, here are some great tutorial sites to check out:
http://www.phong.com
http://www.photoshopclub.com
http://www.wastedyouth.org/
Once you are comfortable with using photoshop then you can try some more advanced techniques using a combination of filters, masking, airbrushing, layers etc...
But first a word of Warning: most of these graphics programs use filters and plug-ins to create complex effects...
and basically a lot of filters are bad, they are not you, they are just the graphics software spuing out some effects on your page, there is no skill in simply applying a filter because 'it looks kinda cool', basically filter frenzys WILL be noticed by others and frowned apon if you sumbit too many of them to public sites. Be creative.
To generalise; keep away from the twirl effect, never over-bevel objects or text, don't use lens flares unless they really belong there, try not to use binary numbers unless they have some relevance to the image, ok... well there are always exceptions to the rule, and most people have always different tastes.
... I'm not saying NEVER use filters - just be careful with them, and never base an image on a filter, you need to have an idea before hand and then develop it using the tools at hand, use filters only when you need to or they save you time creating the same effect you had in mind.
Also learn how to use the airbrush tool, practice with it a lot.
Also remember use the FADE function (under the Filter menu) to apply just the right amount of an effect to the image (I hardly ever use a filter or effect at 100%).
Airbrushing is very powerful and once mastered can produce impressive shading effects on 2D objects that really bring them to life. Use the airbrush tool with the selection tool to select areas and shade them in, then move onto another area and shade that etc... using this technique you can slowly build up a complex image which is ALL your own work, and ultimately you have more control over what you are creating...
- Next check out some of these sites for example (if you haven't already...), these artists are very impressive:
http://www.endeffect.com/
http://www.deaddreamer.com/
http://www.ice.org/
Look at their work, be inspired - but do not try to copy them - you must develop your own style over time. However check out their work and aim for that standard yourself, if you set you goals high then even if you don't eventually get ALL the way there you will still have accomplished something special.
If your wondering whether to use PhotoShop or Paint Shop Pro... I would say Photoshop is better than PSP in my opinion, it's got powerful features like masks, layers, airbrushing and pen and ink tools plus it's colour modification tools are really nice... it's more expensive than PSP, but worth the money for sure.
Practice, stick with it, and I'm sure you will be making great wallpapers before you know it.
Photoshop is made by : http://www.adobe.com Adobe
and Paint Shop Pro: http://www.jasc.com JASC
I Hope this helps, good luck