I think the last one looks the best.

I think your colours are rather weak, though. You seem to be colouring everything the colour that it "is", rather than the way it would actually look. You're also shading with directly darker versions of each hue, without any hue-shifting - this is not only unrealistic, but also looks dull.

This http://www.itchy-animation.co.uk/light.htm - detailed tutorial on light may be of interest. You seem to have a decent grasp of form already, so hopefully this tutorial isn't too advanced.

Lastly, watch where your areas of high and low contrast are. You have areas of high contrast all over the place so there's no clear sense of what is and what isn't important, and features that probably should be important, such as the characters' faces, have low contrast and are thus difficult to read.