it looks ok, but youre right... it doesnt capture the steampunk theme as well as it could. have you done your research? look up steampunk in the dictionary, steampunk style, scenes, etc. look up vintage things from the 1800s to early 1900s and such. stop watching tv and stop exposing yourself to modern things. i mean it. do it. clear your mind of everything modern.. and really, and i mean REALLY, immerse yourself in vintage things. not 1950s, like 1800s vintage. read 19th century literature. watch old, OLD movies. like, early 1900s movies. expose yourself let it reprogram you. and really imagine what things would look like if they ran on steam and manpower. i mean REAAALLLY get lost in your thoughts here. what would your world be like if you suddenly woke up in a sort of fantasy, 1800s-like world where everything was made of bronze and metal and ran on steam?
in order to affect the outcome of your actions, you MUST change your thoughts. question your entire current reality. why doesnt everything run on steam? why did we switch? how would everything be changed if suddenly we went back to steam? i may seem a little out there, but trust me.. i do this with my music and it really affects it greatly. reprogramming yourself to attract what you want (in your case, a good looking set of steampunk influenced sprites) really does work wonders. (for anyone who is reading this, i recommend you apply this to any aspect of life, whether it be pixel art styles, writing, or any art form..)
and i mean it about the tv thing. you shouldnt pay much attention to the media in general... just do it. do it for a few days and see how it affects your whole mindset about your art here.
heres a few resources to get you going:
http://images.google.com/images?hl=en&safe=off&um=1&q=steampunk&sa=N&start=0&ndsp=20 - steampunk results in google images
http://www.coolest-gadgets.com/20080613/the-10-coolest-steampunk-gadgets-ever/ - 10 steampunk gadgets
http://www.myfreewallpapers.net/fantasy/pages/steampunk-landscape.shtml - a cool wallpaper
http://blog.makezine.com/archive/2006/10/how_to_draw_steampunk_mac.html - steampunk art tutorial
http://images.google.com/images?hl=en&safe=off&um=1&sa=1&q=1800s&aq=f&oq=&aqi=g10&start=0 - 1800s results in google images
good luck and get emotional about it... let that shit flow.