What characters are they supposed to be? Is that Jenny Sparks and Nitehawk from the Authority? I suggest looking at the work of Steve Dean (sdean on CMON) for how to do character effectively.
Well first and foremost what I would suggest is water your paints down a lot more. It's not that your shading and highlighting is horrible, it's just that you picked the hardest colors to shade and highlight. White and black are quite challanging when it comes to highlighting or shading, so what I would suggest is practice one reds, blues and greens which are generally a lot easier.