Yeah, the legs seem a little unfinished, shading-wise.
I'm not a big fan of sprites with the large heads and small bodys and even smaller legs. Though you pulled this one off very well.
His arms seem to be holding the chain gun out a little far, though.
Also, what's strapped on his back?
The tattoos look very good, and the muscle and shading of the skin is all done very well.
Very neat how you used the skin tones again on the gun, it makes it look like the metals light source is the sunset or something.