Before you go any further, fix up the highlights on the very first sprite. It is nasty pillow shaded, something you want to avoid 4 eva!
Pillow Shading is shading with no real light source, instead you just work your highlights upwards towards the middle of a shape.
Your work process should go something like this. Create the outline/silhouette of your piece. Select a light source and blotch in your highlights, shadows and midtones IN ACCORDANCE WITH THE LIGHT SOURCE like in the first image. Then you can start adding details, mixing colour ramps, etc. as seen in the second image.

My edit is just a quicky, I added some ears to the goblin as I felt he didn't look gobliny enough. I thought he was an orc until I read what you wrote.