The shape of the asteroid is looking great, you just need have more of a think about the shading.
At the moment you have pillow shaded your rocks.
I will allow this picture to guide your soul in the right direction:
(http://www.natomic.com/hosted/marks/mpat/rocky.gif)
Here's a link to the tutorial: http://www.natomic.com/hosted/marks/mpat/shading.html
Made this edit without realizing there was a page 2. Good edit by yaomon, a solid process.dude sick forms :o
(http://i.imgur.com/DRA0pAX.gif)
reference: http://fimar.deviantart.com/art/Asteroid-Stock-3-370762842
Notice how the difference between light and shade is very stark; even more so in the reference than in my edit. This is caused by a single, strong directional light source ( like a star) and usually things in space are too far away to receive any bounce light, so the shadows are intensely dark ( many representations of space in art and games utilize this to have things like asteroids and planets "pop" out from the blackness of space, only rendering the light portions, and allowing the shadow to melt into the surrounding space)
hope this helps :)
so i had a stab at it...
(http://i.imgur.com/ZLAxhZ7.png)
process...
(http://i.imgur.com/gKgjbS3.gif)
secondary light source a bit unnecessary but meh :blind: