I can figure out how to do an "old film" effect (Effects, Video Filters, Stylize, Bad Film) but not how to do a sketchy look...

Hi! Just jumping right in here to say that the sketchy look can be achieved pretty easily if you have the right (and expensive!) filters.

http://www.newbluefx.com/paint-effects.html

If you want to try out some filters, their cartoon pack is free.
http://www.newbluefx.com/cartoonr/

I know that hollywoodgrrl has clips with a painting look in her vid Signed, the Doctor. I thought she had used the free cartoon look pack, but then she told me about using Photoshop CS3 filters on video clips before putting them in Vegas. I wonder if a sketch filter in Photoshop can be used in a similar fashion.