Sometimes its fun just to draw thing in Photoshop. Here is an example of how I might make an orange. Make a circular selection in the middle of your screen, you can hold shift while making it to insure that its a perfect circle. Fill your selection with an orange radial gradient.

Create a new layer above your gradient, and while you still have your orange selected choose Filter > Render > Clouds. Make sure that before you do this that your foreground color is white, and your background color is black. Then choose Filter > Artistic > Plastic Wrap, and use the options below.

Your new layer should look something like this. This will be the beginning of our orange's texture.

While you still have your orange selection., choose Filter > Distort > Spherize. Then change your layer mode to "overlay." You should have something like this:

Next we are going to make an indentation where the stem would attach to the tree. Make a new circular selection towards the top of your orange, and create a new layer. Fill this selection with a black-white gradient, making sure that the white portion is towards the top. Deselect your gradient, and choose Filter > Blur > Gaussian Blur. Choose an amount that suits you, depending on how deep you want your indentation to be. Here is how mine looks.

Now change the layer mode to "overlay" and you should have a nice look bevel. Create a new layer, and make a new selection inside your bevel, this is going to be the little stem. Fill the selection with brown radial gradient as shown below.

Next we are going to merge all of our layers except the new stem layer you just created and the background. To do this click on your bevel layer and press Ctrl+E twice. You should now have three layers, your background layer, the newly merged layer, and the stem layer. While on your newly merged layer, choose Filter > Pixelate > Crystallize. This is going to give the orange a more rough/cartoony look.

Now lets add a shadow. Create a new layer above your background layer, and use your circular selection tool to make a shadow selection like the one below. Fill your selection with gray.

For our last couple steps we are just going to add a few small details. Create a new layer above all of the others, and choose your paintbrush tool. Navigate through the different brush types until you find the "spatter" brush. Change your foreground to white, and add some white spatter as shown below. Use the same method to add some brown spatter towards the bottom.

For the final step I simply added some final lighting. This is easily done with the dodge/burn tools. The dodge tool can be used to add light, while the burn tool can be used to add shadow. Navigate to your orange layer, and use these two tools to darken/lighten the orange as needed. You can accentuate your stem bevel towards the top of your orange by dodging the area around left and bottom of it.

Here is how mine turned out! Looks like an orange to me.