Y'know what, this thread gave me an idea for another, more general thread. I'll make it after I give some criticism though, so as not to completely derail.
Also, criticisms:
1) The first one looks alright, but don't entirely rely on the quick select (or magic wand for that matter) tool. It leaves this ever so slight 1-2 pixel wide gap that you need to remove. Try changing the tolerance next time so you don't get that. It's visible in both the brick and city layers. The farthest back image should match the city layer more, or the other way around. Too much contrast to make that sort of lighting condition look realistic. Put a Hue/Saturation layer on one of those to fix it (but do it in quick mask mode, otherwise it'll grab it in every layer; you can rasterize that part later if you want).
2) Better than #1, but the main thing is the shadow on the cup. See where the light is? Imagine a line going from that to the cup, and the shadow should go that way. Skew the cup's shadow a little bit as well, as well as make it diffuse slightly (it's a shadow, that's what it's gonna do with a non-powerful light like that).