IamSam mentioned adding noise to the background and desaturating the color. This would certainly increase the realism, but it would not immediately sell the shot.
One of the most important things to do when changing a background with Photoshop is making sure the lighting matches. On this background, the light seems to be coming for the right, making dark areas on the left. But on the subjects, the light appears to be coming from the left, making darker areas on the right. The easiest solution in that regard is to just mirror one of the images.
Also, the shadow on the ground looks pretty good, but it does not match the shadow of the man in the background on the right. You should try to make your shadows look as close as possible to the ones that are already in the photo. This may require playing around with opacity, feathering, blur, etc. The main thing I notice about that man's shadow is that it is much darker near his feet, and becomes fainter very quickly. You should adjust your shadows accordingly; make them less intense in the back and more intense close to the subjects' feet.
The ground the subjects are standing on is blurry, but their feet are in focus. The easy solution would be to just blur the bottom of the subjects to match the blur of the concrete below them. I'm not sure if this is motion blur from a handheld camera shot, or if it is just depth-of-field blur, but try both and see which looks more natural. (The shadows should also be blurred to match the blur of the concrete.)
You should also make sure that the background and the subjects are not both equally in-focus. Add a little depth-of-field blur to the graffiti wall behind the subjects. It goes a long way not only to making it more realistic, but also to making it look better.
One other quick thing that can really help sell the realism of the shot is to add a slight color spill from the background onto the edges of the subjects. For example, add a touch of green around the edge of the boy's hat, because the background behind him is green.
I'm almost entirely self-taught, and some images are harder to work with than others, but that's what I think would help you the most. For me it usually comes down to adding a bunch of adjustment layers to the background and messing around with them until they look good.