The quickest I can sum up your issues are:
1. Not enough variation in value. Be more daring with the lights and darks! Even white will have darker shading than what you have now, with the exception of some special circumstances.
2. Not enough hue variation. It's not enough to shade an area of color with a darker version of that color.
I'll use something I'm working on as an example..
[Image: http://puu.sh/3PG7g]
The hair is "silver" I guess you could say, but my shadows have blue, green, and some red in it.
The skin actually started as bright red and then I painted skin tones on top of it, adding some purple shadows and yellow highlights to make things pop more.
The colors don't need to be super saturated or super opaque to help you make your stuff stand out. I'm still a long way from when I need to be, but I know that noticing how colors are very often different than what we expect really really helps my work. If you're going for more stylized work, a bit of exaggeration in color can really make things stand out, and not feel like plastic.