First of all, open up an image and create the text/object you want to have a texture-gradient on. Make sure 'Preserve Transparency' is on. Go to the Gradient tool and use any gradient that has a dark color and a light color. I personally used white-black-white as my gradient. Now apply the gradient in a top-down manner (you can change this anytime later).

It might look a little weird (like mine, with the white blending into the white background) so I added an outline to it. To do that, Ctrl-Click on the layer with the object/text and then create a new layer. Your object should be outlined, pick the color black (or whatever color you want your outline to be) and then go to Edit> Stroke> and make it 'Outside', with 1 pixel width.

Much better with the outline. What we have to do now, is to make a new layer. Fill that layer with whatever texture/color you want, then set the layer option to 'Overlay' (other options such as screen will work too). There you go! It's a gradiented-texture. You can play around with different gradients on the original layer, and change the texture on the texture layer. Here are some variations I've come up with.

On the second variation that I got, I used the Violet, Green, Orange gradient that is preset into photoshop, and beveled it for a final touch.