First off, if you only use Photoshop to vector, get something better, as PS isn't designed for vectors.
Illustrator has art brushes to make the strokes (not the fill, mind you) look "painted."
There's also vector filters, and using gradients and gradient meshes. Also, you can layer many shapes with lowered
transparency or blending mode change.
Inkscape has a blur option, which I'm not sure how to do in Illustrator yet. But it doesn't have gradient
meshes, and I haven't been able to explore all the features before it stopped working. (because my computer sucks;
the program itself works great)
I guess in general, if you want pure vectors with a painting feel, the best way is to layer lots and lots of shapes on
top of each other, kinda like layering brush strokes or something. It's like making a picture using hundreds of cut
transparent paper.
I highly suggest looking at Limkis' gallery on
devart. It's 100% vector, no brushes, yet feels almost like watercolor while retaining the sharpness of vector art.