for depth, I do a lot of blurring and sharpening. So try sharpening your focal, and blurring your bg.
as for lighting, i like my lighting really profound, im not sure if i remember a good way to do it in gimp, but try this, take a big soft brush, and brush in a light source whenever you want it, and then lower the opacity, then try taking a dark brush, and darkening the edges and then lower the opacity.
ummm... i don't think i have any of my old gimp sigs posted anymore, i do have a few tuts i made for gimp, but they are bad, i think they are still in the tut section
and photoshop is around 700-1000 dollars but you can get older versions cheaper, and you can probably find used copies on ebay for cheaper
1 or 2 very basic and barely visable effect C4Ds, and also a C4D by http://angelus-hellion.deviantart.com/ you should check him out, his C4Ds are pretty unique.