The gun appears to be angled up, towards the viewer, well the rest of the body is pointing slightly down. If he ISNT shooting directly at the camera in the game, but is instead shooting something below him (on the ground...) thats pretty wrong.
you could try lowering the top barrels (lowering on the y, not the z) and raising the bottom (once again, y not z). Its a little tricky, because really you shouldnt see the bottom barrels at all from that angle, but I really like the Gatling gun/six shooter feel it has going when you do, so maybe just find a way to fudge the perspective a little bit towards correct?
That, or just angle the chimney back a bit, I think then it would look more like he was leaning backwards and the gun would be facing in aprox. the right direction, although that might be a whole can of worms.

I think you may have missed helms point. Note that in his edit, he ditched the solid black outline, and instead used the newely available space to better define the depth of the sprite. At 16x16 you dont have the pixel real estate for outlines, especially when you are outlining every plane and detail.

The new one looks wayyyy better, but the collar bone is kind of messing with me. Its too high, first off, and WAY to pronounced. Honestly, I think it would look better if you just flat out lost it. You also have some banding on her right cheek. That being said, the highlights are awesome, and the fae is way better defined now. The eyes also dont look so ridiculously close together with the extreme dark outline.

... also, what font is that? can I steal it? Iv been looking for a good font for my game for ages.

Hullo Ozzy, dont get discouraged so fast, lots of views and few replies generally just means people dont know what advice to offer. In some cases, this is a good thing, and means your work is solid and noone can think of a way to improve it, in other cases it means its outside of everyone who has looked at its comfort zone, or there are a lot of lurkers.
In this case, I think its a combination of all the above, and your primary problem is posting a large amount of unrelated images. Focus on one piece you want critique on, and you will probably get further.
So, that being said.... I love the turtle. I think the gray shadows hurt it a little bit tho, and it could benefit from more saturation on them, The bird appears to be pillow shaded, and that just erks me, the little man... confuses me stylistically. He has a top lit hat, and a side lit body, first off, and appears to be proportioned in a way that only makes sense if he's flat, yet the shading style suggests he is perfectly round. The frog in the hat is awesome, as far as line work goes, but I think the dithering really hurts the piece, especially because it is inconsistent. Either extend it to the hat, and use some on the chin (do frogs have chins? The area under the lips... do frogs have lips?) or lose it altogether and add a new shadow color.

Now, that being said, none of that critique was full or focused, and I basically just glossed over the biggest 'at a glance' issues I could come up with, yet my post is already pretty long. Focus on ONE thing you need/want help with.