Most of the images aren't loading for me.  Can you attach them to a forum post?

Thanks!

Before I start, what pixel editor are you using? 

Anyway, here are some things that jump out at me:

armor_box and health_box are both solid icons in that they're easy to identify.  However, you're using a lot more colors than you need.

When I look at the armor one up close, I can see that you're using different but very close colors, which just makes the image look slightly noisy, without actually adding anything.  I've uploaded an edited version so you can see what I mean.

The health one is simlar.  It looks like you have some color variation inside the red + mark, but it's hard to make out unless I zoom it way in.

In general, you should avoid any dithering that looks like random noise.

Mediocre and small-frenzy-guy are kind of difficult to make out.  Is mediocre a robot holding some kind of laser gun?  small-frenzy-guy looks like a guy with a blue light saber or something.  If you tell me what they're supposed to be, I might be able to help a bit more with those two, but I don't want to send you off in the wrong direction.  Either way, the dithering thing I said above applies to those as well.

I can see where you're going with the UFO, and if you want more advice, I'd like to take it from there, but first you should clean it up pixel by pixel.  The key is that you should know why each pixel is the color it is.  I recommend cutting your palette down to 7 colors:  2 reddish-purple ones for the dome, 2 grays for the saucer, 1 blue-violet for the saucer, and 2 blues for the ray gun.  If you do that and post it here, I'll give you some tips for revising it further.  It's going to be a multi-step process, so I don't want to overwhelm you with everything at once.

Hey, just wanted to let you know that I haven't vanished.  I'll have another reply for you later today after I put the kids down for a nap.

So, about materials, starting with the shiny purple dome on top of the saucer.  My advice here is to take a look at reference images of shiny spheres and see how the light hits them.  In particular, you'll want to think about where your main light source is.  In this case, I'm going to assume it's lit by the sun, and that the sun is up and to the left, so the reflection of the sun is going to be in the upper left part of the dome.

Also keep in mind that the sun's light is a bit yellow, so as a rule, any highlights that are from the sun should be slightly yellower as well as brighter.

Here it is so far.  Note that I cleaned the shape up a bit and did a mirror image to make everything symmetrical.

The hightlight tone doesn't have to be *much* different.  Even a subtle change in hue can make things interesting, but for reference, I attached one with a slightly more dramatic change.

As for symmetricality, the issue is that it's just slightly off, which makes the the asymmetricality look like a mistake rather than something intentional.  If you want it to be asymmetrical, you should probably make it more dramatic.

If you have a new set of images, I'd make a new thread.  If you're revising these ones, I'd post them here.

But do whatever makes sense.  We don't have any hard and fast rules about making threads.