I really like your work, Crni, you clearly have a lot of technical skill and abilities! I'm jealous, I suck at that sort of thing.
Since you love the crit, I'll make a few suggestions. Just know that I do it out of love.
First, go reaaaal easy on Photoshop filters; they stick out like a sore thumb. They should be used sparingly. You got a whole lot of texture across on your three headed purple piece, hats off to you, but the plastic wrap filter (or whichever) kinda killed it a little for me on second inspection. You obviously know how the texture should look and you're capable of doing it by hand which will pay off in the long run and looks better than cutting corners. Good practise too.
Soft brushes! I know, I know, I went there too. There's a lot of really cool texture brushes out there for free (deviantart is a good place to pick up a few), have fun experimenting with different settings. What version are you using? Oh man, I had a field day with brushes when CS1 came out, years ago! To get a nice, hard shine you'll definitely need a thin, hard brush on high opacity: If you lack a little faith in yourself like I do, set up a separate layer on top for it. I had a great tutorial on painting textures in photoshop but I lost it.
I know you're new with colours. Your palette is on the oversaturated side and lacks a certain harmony. I'd recommend having a look at some tutorials on swatches and colour theory because I'm not articulate enough to explain myself. It's something I'm also learning. I like messing with my colour levels to iron out my palette issues, but that's just me.
The stage right upper arm of your horny ram beast (under your sexy cthulu) looks a little off to me, not just because it looks a bit skewed and lacking thickness, but because there are two bones instead of just one humerus. That's me being nitpicky though. Your skeletal beasts are out of this world, seriously!
Having said all that, I really enjoyed looking at your work, it's a real treat
I'm so jealous of your prowess with perspective and stuff!
I really hope this helps at least a little.