Looks pretty rad. reminds me of that game Metal Warriors.
Concerning the back legs and arms, et cetera; You shouldn't reduce the opacity or luminosity of all the colors systematically to make the leg or arm appear further from the viewer, instead, change the huge a little bit, maybe colder, like adding a little blue, sublty, and making it darker, with less contrast. Right now it looks like you pasted the same leg behind the robot's torso and reduced it's opacity in photoshop.