Hey man, we talked a bit on the chat, but I also wanted to put something here.
Your gradients look nice (al least the newer ones).
but as for armour, hair and cape depths I would say you need some highlighting. I found a tutorial here on the web that explains painting skin. This is the same method you can use for hair and capes.
http://fromthewarp.blogspot.com.br/2011/01/painting-dark-eldar-skin-tones.html
Also your gemstones could use this tutorial: http://www.necrotales.com/necroTutorials/tut_gemstonesf.php#dontclick
but most important, keep trying and experimenting