I was trying to make it match the Death Knight set that you obtain originally through starter quests and the Naxx off-set gear. It was way too dull at first, so I made it lighter. Glad it's noticeable. =D
My first actual attempt at shading. I used a black and white of Red Monika, drawn by Ed Benes. Definitely not professional quality, but I'm pretty proud of it. =D
Colours are great! All I can suggest is it needs more depth - lighter (and MORE) highlights, darker shadows. I mean, when you look at things like the gloves, Benes has gone all-out with shadow and shine. Don't be afraid of shadow, and more highlights.
Little example - the leg closest to us, where it joins the butt? That entire shape looks flat and 2D. I know for a fact butts are curvy, as my friend Shaila above me can also attest. Add some shadow into that area at the base of the buttocks, and that alone will help.
And hair is a pain in said buttocks, but even a small amount of bright, stark highlight will make that stand out too.