Basically, all you have to remember is that whatever looks best with your game. That is the most fundamental point that as 7321551 pointed out is being forgotten. There shouldn't be a clear-cut practice to doing pixel art, it is more about what you do to make your pixel art look the best. I'm guessing you've given up on the first three guys but some problems with your sprites is that the outlines appear jagged. This is how to avoid without expanding your pallette/black outlines but there are other things to help. Some of your black lines could be improved by making them more uniform (check out Derek Yu's tutorial it aims to create something similar to what you are doing now but not 8-bit). For example, your robot's orange shoulder and hat are really quite jagged. I know your trying to get the right shape but I think you can still improve the lines. In addition, some of your shading emphasizes the disjoints in your lines, for example the knight guy's arms look extra jagged/parts of his jacket. The pawn guy (I'm guessing) had been shaded better than the others as the light source is more angled as KittenMaster suggested. Also, a point that KittenMaster said is that grey is generally avoided in art, though there are alot of exceptions so consider this with your sprites, personally, I don't think it's much of an issue. Finally, the the pawn guy looks as though he is diseased with those stray pixels (it works with the others).

Wow nice, I am trying to make a similar class of sprite though yours is much better than mine (and bigger), but you arms don't seems right at all. One of them looks like a fist pointing at an awkward angle to us while the other arm is alright but looks a little odd. But thats just my perception

Also have a close look at EyeCrafts changes and why he has done them (I am speaking from experice here). Your yellow belt is too circular plus it looks like its not attached. Your legs look a little awkward (though this is under close scrutiny). The folds and shading make his sprite more defined and relistic. Increase the contrast. Also compare the colour count if your worrying about the size of file and stuff like that. Hope this is helpful.

I agree with rustEdge. The cannon seems really wobbly (especially at the barrel) which might be alright since theyre small sprites I think it should definitely shift horizontally some more if your going for this musch recoil, otherwise love how its looking. I especially like the death aninmation.

Ok this is my final (probably shouldn't speak to soon) sprite. Need to work on others! This time with less help.