I think to get any kind of "realistic" effect with the built-in Photoshop filters, you have to use them in combination. As shaunes001 says, texturing your "canvas" and using the Underpainting filter will help.
Here are a couple of tutorials that may help:
Learn Adobe Photoshop Tutorial:Photo Effects: Photo Into An Oil Painting Action - Free Adobe Photoshop Tutorial
An Oil-Painted Look from a Photo: a Photoshop Tutorial by Janee
A third-party plugin that you might want to investigate is
Virtual Painter:
Virtual Painter 5 - Turn your favorite digital photos into realistic paintings in seconds!
I have had very good results using this plugin.
Here's an example:
My Evil Twin - BioRUST.com :: User Gallery
Of course, for the ultimate in photo-to-painting conversion you can't beat
Corel Painter:
Painting/Natural Media - Corel Painter X - Corel Corporation
although that is a separate application and represents a significant investment.
Here's one I made earlier:
High & Dry 3 - BioRUST.com :: User Gallery
An alternative to Painter is
ArtRage:
ArtRage 2
I have tried this application and I couldn't get on with it, although others may find it OK. It is, however, considerably cheaper than Painter!