The palette, right now, is very monochromatic (especially yaomon's edit; sorry yaomon) and gets boring to look at pretty quickly. The lighting and anatomy is a bit off in places (for example the upper left--the sprite's upper right arm doesn't have a very good idea of what it's going or where it is). Try to focus on lighting before details.
...Aaargh, Eyecraft just did what I was going to do.