I learned to paint in that grand style by copying Old Master paintings.
When I was learning to paint, I spent two years doing nothing but copying old paintings I loved. I was not able to go to any museum to do this, I simply got the best print I could find of what I wanted to paint and worked from that in my studio.
There is a book that helped me at that time and it is "How to Paint Like the Old Masters" by Joseph Sheppard. You can find it on Amazon at:
http://www.amazon.com/exec/obidos/IS...rokeofgeniusA/
Although I find the paintings in this book somewhat vulgar, it was helpful in that it showed the stages of several different kinds of underpainting technique.
Here is my copy of Isabella Coymans after Frans Hals.