Okay, .org was down when I wrote this, so I'll post the original critique I did for Twirly now.
Couple things, Twirly. Stronger outlines and more contrast on the hair, and I'd tilt the hat a little to make it closer to 3/4 perspective. Your palettes in general need work, but the hat and skin in particular bother me; a good general tip is to make highlights yellower and shadows bluer and move across the spectrum incrementally as you change brightness. In general your palettes need a lot more contrast, and the shading's off on the body, too. The torso looks flat, whereas the pants are pillow-shaded. Also, you probably want to lower the saturation on the red, and grays look much better if they have bits of other color in them (in this case, you'll probably want warm tones to match the red). The solid black outlines are also pretty unattractive.
Okay, I did a quick edit so you can see what I mean on some of this.
I didn't change the outlines of anything but the hat and the hair, but you can see what a difference even a palette swap and shading makes. Your basic shapes are fine.
A note on palettes: I got lazy and just recycled some ones I already made for Paradigm, but in addition to the blue-yellow transition thing, I used exclusively warm palettes. In general, if you have black/white/gray on a sprite with more vivid colors, you should pick grays that match the warmth/coolness of the other colors. Makes it look more unified. Also note that nothing is at full saturation, although some of my lighter shades might be close to it.
As for shading, the trick to it is to kind of pillow shade except move the highlights up and to the left. Of course that's grossly oversimplifying, but bodies are composed of rounded shapes, so you can do a lot if you can figure out how to make things look round. In general, light things are closer to the foreground, so keep that in mind when shading. Um, look at the edit to see what I mean. And then to make things look textured, I just used more random placement of pixels instead of smooth highlights.
I hope that was helpful!