In the last perspective demo I delt with more of the technical aspects of drawing perspective. Now I will cover some of the techniques that can be used to create the illusion of perspective (even without using a vanishing point etc).

As shown in the image above you can create a feeling of depth and distance by using the following techniques:

Contrast
Areas "closer" to the viewer have more contrast (and generally be darker).

Detail
Areas "closer" to the viewer have more detail, distant shapes may be nothing more than shadow type shapes.

Color
By using a color transition you can really help separate the foreground and background. Generally color transitions are between warm and cool colors. Things close to you tend to be warmer, and farther away tend to be cooler - but it depends what you're drawing. For example if you were drawing a sunset over the water the distance (near the sun) would probably have the most warmth, while areas closer to the viewer would be much more cool as the sun might no longer be hitting them.

Using 3 depths
It's easiest to deal with most pictures as if there are 3 depths (you could use more as you need them). Close, Middle, and Distance. The closest objects/places will have the most detail, contrast etc., the distant objects will have the least, and the middle objects will have some detail etc. (but not as much as the close ones).

On focal points...
Note that most of the ideas mentioned above can ALSO be used to create focal points. A focal point is the place a person looks first in an image. So while the things listed above can create depth they change depending on your focal point. For example: if you were drawing a lighthouse shinning out into the fog, even if it were not the closest object/area to the viewer it would probably have more contrast because of the light (and wanting it to be the focal point).

A note on the edges of images...
A common mistake in creating images with "depth" and/or focal points is to forget the border when drawing the image. For example if you create an image with white or very light colors on the edges of the image and then put a black border around it you will suddenly have a lot of contrast on the edges of the picture - this can defeat the feeling of depth and/or the focal point. If you do want to use light colors near the edge of an image it's best to use a lighter border/frame. If you are going to use a dark frame you may want to be careful that you have a darker/medium color between it and the lighter colors of your picture.