Woah, thanks for the replies! Certainly was a nice surprise to come back to.
@.TakaM:
Yeah, shadow seemed a little weird to me too. As for anti-aliasing, I started applying a bit of that with the mouse after posting this, and will be doing more.
@Dusty:
So I've got to use more, lighter colors on the hair. Gotcha.
@Helm:
Tried decreasing some of the contrast between the shadows and highlights, and it did look better.
@MadToaster:
Photoshop 7.0, for lack of anything else on my machine that works well with my graphics tablet.
You'd be right; I do some painting/illustration here or there, nothing special though.
http://gunnerromantic.deviantart.com <----slow servers.
@Kazuya Mochu:
Hairy necks are scary... definitely gonna fix that shadow now.

And I do want to try some smaller/sprite work sometime... spending time browsing these forums really gets one inspired to a great degree.

@Filax_666:
Blue highlights sound good, as does anti-aliasing!
Thanks again for the critiques and suggestions, really helps a ton. Cheerio~