Select all objects in the scene, expect lights and create new layer. Select all objects expect tiny glows and assign one surface shader to it. That material will be assigned to those objects only in that layer.

Set all attributes to black. When matte opacity is black (0) it will not create alpha, so it will block all other objects but it will have no color.

If you render that glows layer, colors shall be blocked by all other objects, but only that tiny lights will have alpha, so it could be put over all other layers in compositing.

In options check render all layers if you want to render all layers together. You can also set blending modes for each layer to get preview.

Create another layer, and assign all objects to it. Assign surface shader to all objects.

In Out Color for surface shader, create Ramp texture, as projection. This will create placement node for texture.

Scale placement node to fit all geometry in scene.

Change colors in ramp from white to black.

When rendered that layer looks like this. We will use it for the fog (Y depth).

Last thing you need to do is to render all layers or to do batch render of sequence if you have it.

For compositing I will use Shake. In Shake I created four fileIn nodes with render layers.

If you like hypershade you will love Shake. So use Imult node to multiply color with ambient occlusion layer. This will darken holes, and details.

Then with over node put glows on top of Imult layer.

This is little more complicated, I used mult to change density of fog, with reorder I copied R channel of image to Alpha chanel, since Color node (plain color) is using it for a mask.

Color node is orange, but here thumbnail is black here. Then that orange goes on top of over1 node.

Here I added blurred glows as the height drops. Those glows on the streets are blurred.

Now If you want to change the color of the fog, just change the color of color1 node. You can tweak everything instantly.

You can do all that in Photoshop, but I you can do that only on single images. Shake is much better for this jobs, and for Maya user it takes few hours to get into Shake.

So that will be all for now.