Hmm, I'm going to be a bit critical, so excuse me a bit. Right now, you're more of 'highlighting' areas rather then shadeing.
First thing you want to do is think, where do you want your light source to be? If your light source is low, are your shadows large? If you have multiple light sources, do the shadows match it?
A good way to see how light sources work is to apply it in real life. Get an object, doesn't matter what it is, and put it on a table. Then, take a flashlight, and shine it Directly at the object. Look at the shaodow, now move it a bit to the side, and then the other. Now, Shine it at an downward angle, directly down, and at an upward angle [it is a rare thing to see an upward light source, but it does happen]. Take pictures if you need to.
Let's take your first image, I very quickly Added in some extra shadeing by adding a light source. Notice that I did not have the "Natural" light as well, which is pretty easy to figure out. Kinda like when you put your hand over the flashlight, it's when a body part [often the girl's bust; especially if you're Okechi...] get's in "the way" of another, it creates shadow.
[Draw-over]Don't think I'm picking on you, but I've literally been waiting for somebody to ask about shadows and shadeing.
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