Fireworks is quite a limited tool when it comes to coloring (and your works is really good considering they were done in Fireworks). Have you considered Photoshop or Gimp?
believe that shading will be much more effective once you have chosen a direction of a light source, so light and shadow will behave logically, instead of placing shades and highlights at places that might make sense. Take your grey alien in purple jacket man, for example: his head has light coming from the left, but the torse's light source comes from the front. The drawing will probably look better if they have the same light source.
I'm beginning to love your cusume design as well. They reminded me a little bit of Dragonball, but they look a lot more refined/classy.