hey good initial impression on those smaller sprites.
the first thing i noticed then was banding and single pixel noise.
also try working against a 50% grey background for all sprites it will help u get consistency in ur colours.
notice below how washed out ur sprite really is when its not against black?
they're not too bad but they def could be bolder.
here's a 20min work-over (of the one that had most obvious banding) to give u some ideas...
for the bigger characters i'd say u need more drawing practice use pencil and paper and read some books like these
http://www.alexhays.com/loomis/ (figure drawing specifically)
while practising give up the anime style completely and don't refer to any stylised art.
focus on realism, then incorporate what you've learned back into ur anime style.