
I changed her a bit.
Her hair's weird-looking to me. It's not symmetrical, but the rest of the sprite is. Also, the pigtails aren't separated from her hair, so they just look like chunks. I like the style, though. Keep it up!
@firebelly - Try adding a layer of buildings behind the current set that blend into the pink sky more. As it stands, it kinda looks like all the buildings are lined up in a row. With a few extra layers, it could really pop out, especially if you do parallax scrolling. ^_^

Worked on this all day.
Awesome walk cycle! Cape's flowing and eyebrows bobbing - sweet!
Shadow makes it feel like this is a cardboard set
Add some depth to the sides of the buildings. Right now, they're flat, viewed from straight on. Rotate the camera, in a sense, so that we can see more of the sides of the buildings, and then darken those sides.
@lasttea999 - Wow, nice. I'm getting an SNES vibe from that dirt and those characters.
@Rabbit - Cool. Maybe the hands could be really large, just to give a nice feel and style? That's more of a personal choice, though.