The above image shows the basic order I layer the passes, though this can vary according to the look you want to achieve.

At the bottom we have the default render, then above that the ao pass, this I've duplicated as I will blend it in two ways. First one gets a multiply blend, you find this option in your layers panel in Photoshop. The next layer gets an overlay blend. I also colourise both these layers and adjust the levels. I want darker darker shadows and whiter light areas. This helps increase contrast.

Next I adjust the opacity of these layers. I will often have a play around with opacity and the colour values to get an interesting look. There are no hard and fast rules here so experiment.

Next I add Layer with a colour fill. This will be our mist, so the colour and blend mode will be based on whether we want our mist darker or lighter.

HOW TO USE AN IMAGE AS LAYER MASK IN PHOTOSHOP

We mix this layer by using a mask, this will be made from our mist pass. The way we do this is to open the mist pass file in photoshop, use the marquee select tool to select the whole image then copy it. Then we go back to our main file, and select the layer mask option on the layer with our colour fill. Then we click the channels button in our layers panel. There you will see an empty layer at the bottom, that is our mask. We select that layer and paste.