Hahah, I actually like this last ship! And Grimsane, I'm pretty sure the point of the ship was for it to read like some kind of evil squid/sea creature, hence all the fins and the red color. Your edit is cool, though, taking the silhouette literally. Biological spaceships are pretty neat! It could crap out evil little babies that swarm the enemy ship, a la Star Control. =)
All these ships are still reading as really flat to me, though. I'd probably shade the ships as if the light was coming from directly above, like someone already said earlier. Shade things so that the planes facing straight up are the brightest, with things turned away shaded darker. Maybe add some atmospheric shading to parts of the ship that are further away, too, to further keep away from the paper cutout look.
It's tough, because having the lightsource directly behind the viewer is the worst way to show depth possible, but there's not much other choice if you want to be able to rotate your sprites...you should make the rocket behind the ship light up the ship, too, along with the lasers that fire from the front. That'd be an easy way to further push the depth of your ships.