Anyway, to those of you who aren't Invert happy when making Drow from surface elves, this doesn't apply to you. Although you may garner a couple of pointers for help.
To the rest of you who us the Invert tool on skin, it does.
I suppose it might be an idea to start with looking at one I cooked up earlier, eh? I suppose I could have made it totally perfect, but hey, I'm not Martha Stewart.

The steps from making it from the original picture into the final picture are pretty easy to accomplish, but they do take time. Assuming clothing remains constant (but then, clothing would require similar techniques for changing colours and such), the background, hair, and skintones all use different techniques.
We'll start with skin tones first. Mainly because I say we will.
When doing skin tones, you must select all the skin that you wish to be blackened. By this I mean, if there are tattooes you want to keep that colour, don't select that part. Same goes with rings and painted nails, and try to go around as much hair as possible. This can be hell with small strands, so just blacken those. We'll take care of them later.
Don't forget to deselect the eyebrows and eyes. Drow can have a few different eye colours, lets not make them all dark grey.
Once you have selected all you intend to be blackened, copy and paste what you've selected (I have reasons for this), and then create a new layer, and paintbucket it black. Technically I suppose you could also paintbucket this part white, but I prefer black because it makes the next step easier on the eyes.
Now proceed to use the pencil tool to go over all the fleshy parts that you've managed to miss with the select tool you used. Erase any parts you paintbucketed that you shouldn't have. You can easily see these by popping it down to, say, 40% opacity for that layer.
Once all this is done, have the opacity set to 100%, and set the layer type to Colour, and duplicate the layer. Set the duplicated layer to Darken, and move the Opacity slider up and down until you find the perfect darkness for your Drow.
Thus the skin should be finished. Select the copy pasted layer of skin, and link all the skin darkening layers. Merge them.
Next: White hair!
Okay, this part is a pain in the butt. Especially if the hair colour isn't already black.
If it is black, select it all, and copy paste it to a new layer. Make it the only visible layer, and start erasing away those bits of background and skin and other such things that were selected at the very edges. Then use Invert to turn it white.
If it isn't white, it's going to be a bit harder. Depending on how well the hair is shadowed, you may need to increase those shadows a bit. But first things first.
First, perform the previous step, but do not use Invert yet. Instead, while the selection area is still selected, make yet another new layer, and make it, say, white. Then change the layer type to colour again, making it black and white. Now, if there is a lack of depth to the hair colour, you may want to increase the contrast.
Go to the menu and create an Adjustment layer which is grouped to the hair layer. Play with the settings until you feel it looks good, and click okay.
Now, select the hair layer, and link the adjustment layer, and the Colour layer. Merge them. Now Invert them. This should leave your character looking distinctly drowish thus far.
Finally, regarding the character themselves... Eye colour!
Well, Drow have white in their eyes, of course, so if the character's eyes aren't quite white, lets make the bits that should be white, white.
For this, I like to make a new layer. It's so much easier to correct when you make a blue.
Select the part that should be white. Paintbucket it white.
Select the part that should be a colour, and decide what colour it should be. They commonly have pale eyes in shades of green, silver (use Black or White), pink (red), and blue.
Depending on the colour you choose, just colour it in.
And now, backgrounds.
For making the character look more at home, they should be shown in a setting that doesn't jar with the character themselves. This means you shouldn't have Drow frolicking in the woods.
You should have kept all the layers I haven't told you to merge. You'll love me for this in a moment.
Find an Underdark scene. I don't care where, do a Google image search if you like.
Once you find a good one, copy it into a new image in PS. Don't put it in the Drow pic yet.
Before we can do that, we have to get rid of the old background. If the drow's main bits are still on the Background layer, duplicate the background, and delete it.
Now you have him on a layer that will allow transparency properly.
Get rid of all the bakground. You'll surely have to go around clothes and stuff to get rid of it all, but because the hands, face and hair are on other layers, you can just delete that from the background duplicate layer. Aren't you happy about that?
Now that you've got all this transparent space, it's time to put something behind it.
You may need to increase the size of the background pic you have, so do it, and paste it to a new layer in the Drow image. Put this new layer at the bottom.
Now, it may seem too in focus when compared to the Drow himself.
Use a Gaussian blur, but don't make it too strong. You'll know when you've got it right.
Finally, because its the underdark, it's actually kind of dark. ('Whoa, really?' I hear you say?)
So, lets make an adjustment layer, grouped to the new background layer.
Turn down the brightness, and, if it becomes too hard at the appropriate lighting level to make much out, turn up the contrast a bit.
Now you should have a Drow in the underdark, and it should all fit together marvellously.
Flatten the image.
If the edges are a bit sharp with the Drow against the background, you will have to use a normal Blur or two to fix it up. Apart from that, it should come up looking bonza.
I hope this is a help to at least some of you.
The steps look more detailed than they actually are. But they do demand some level of attention to detail.