I'd say this piece suffers from overuse of and unnecessary dithering.  If you use dithering improperly your image will often look grainy/textured were there isn't any grain in real life (ie skin is smooth).  An edit to show you what i mean:

Your's on the right mine on the left.
Take the time to look at how your a piece would be without dithering and ask yourself if it's necessary or not and if it isn't don't do it.
Other than that good job at rendering the forms of your face. 

Adarias: Haha, thanks.  And you totally hit the nail on the head with the crit on total lack of brush dynamics, I will work on that.

Junkboy: Never before have such creepiness and cuteness been contained within the same image  (half the animals seem really happy and the other half look scared and in pain).  Still really good regardless of inclusion of the animes. 

the blade looks flat

...a katana blade IS flat.   

But, yes, the blade's shading does need some work.  You should make the highlight's and shadows follow the blades form, like in bengoshia's edit. The shine's of a metal are from the light from surrounding objects being intensely reflected off of the metal's surface.  The blade's planes would reflect the light off of themselves in the appropriate directions not randomly be highlighted in repeated fashions.

I feel the handle would look great with some more contrast.

I know you're looking for help with the arms but I have to say that the "rhino horn" and the eyes read very badly at x1 zoom.  They blend together into what looks like a very odd visor.  Perhaps lower the horn a bit to seperate them?  Froli's edit seems to be going in the right direction although I think it should be possible to get the arm braced in the pose you had it somehow.

Giant Crane Super Robot Build 60000:

Literally uses only one key.  First you have to pick up the piece of the robot you need by timing dropping the crane.  Then you have to time pressing again when the crane is over the dump pipe (the crane will begin sliding back and forth along the rail).  You must build a certain number of robots within the time limit.

Edit:Just realized I forgot to do anything special with the HUD elements.  I'm going to fancy up the numbers and stuff when i get around to it.