I'm liking the sprites you have so far, very charming and stylized but still retain a sense of form.
I do have some problems though, the more major ones being:
The flaming skull's values reflect more of a metallic surface, far too shiny for a skull. Bone has more of a dull, smooth surface. Aside from that, I agree that it's a bit bland but perhaps you could consider its context, perhaps it's a minor/common enemy, maybe further in the game or in a different level. Or maybe it's not. Extending the flames or making it bigger overall may help, though.
The female orc-mage's face is rather hard to read. You're using the light blue color a bit much, which is hard to distinguish from the white used for the eyes (and, in places, shiny blue magic effects). At least for me, while it gives for a neat impression of hard lighting (took me 10 minutes to realize this), this makes it difficult to tell what I assume are her left cheek and left eye apart. She also seems a bit off-balance; but perhaps that's just me too.
The knight's helmet isn't really that accurate, but perhaps that's just for readability's sake?
Values on the serpent/sea monster could be pushed a bit further. The area where its neck area casts a shadow on its twisting tail doesn't blend well, so perhaps you could use another color to blend it in more, as well as enhance the values, so it might serve a double-purpose. On the other hand, what you have now gives off a sort of translucent effect which I'm starting to appreciate, so that's probably not necessary. But the cast shadow could use some treatment.
Your latest sprite, the burning man, seems a bit deformed and off-balance, similar to the female orc. I'd expect him to be facing you more or less head on, for... dramatic effect, I guess. This seems more like a 3/4 left view. I'll get to that later, when I have the time.
I hope I addressed some of that here.
The rest of the problems I have are mostly with pixel clusters and lack of anti-aliasing (you said you'd AA some a bit), but nothing big.
