Wings. Do they not look it? That's how they've pretty much been drawn for the couple iterations of that sprite, but if they don't look like it I'll change 'em up.
If you look at his cowlick the shadows are being cast 1px down and to the right. Now if you look to the left you have 3px of shadow for the same volume of hair, and the shadow even continues past the hair.
You should still have shadow above the left eye but the rest of the shading on the left-hand side can go.
When dealing with shadows you need to visualise where your light source is. Don't wing it.
Alright, I've fixed it up a bit. Here's what I've got: http://i.imgur.com/BqLyxNl.png
And for the neck thing--the lower two pixels are his chest. I've provided a visual for better visualization.
X-Calibar - You mean the headset? They're supposed to be like a headset, designed after the speaker/antennas you mentioned.
Hax4Ever - I upscaled it from the original sprite, so the proportions are roughly the same. But, could you elaborate? Is the neck too long? Legs too short? And.. honestly, I think the eye shading looks alright. Plus, they look a little empty without the shading. Unless you mean simply the method which I've applied the shadows? In which case, what other method would you suggest?
The wing is really low set, it needs to be higher. Plus you have no way to discern where the front of the wing ends and the back begins. Everything looks like an indistinct graduation of colour. I thought it was the booster or a ghost at first.
"Plus you have no way to discern where the front of the wing ends and the back begins." Could you elaborate on that more? As it is, I'm having a bit of trouble understanding what you mean.
Don't worry, I think it actually looks great. Better than what I was planning, anyways: http://i.imgur.com/UJaI0is.png
Mind if I go ahead and use your version?