Thanks! Uhh... Any advice?

Simple and cool! Rate 4/5

Although, then again........

 

I'm complex, so you'll see me doing this alot with my PAs...

I tried to keep some of the values close, but I guess since I added those highlights, it would only be right if I added more contrast...

The highlights make for a more attractive piece, in my opinion, but there are still about 4 colors that are too close in value to the others.  In my edit, I used your pallete and chose to remove the middle two greys, the second and fourth reds, and the middle blue.

Thanks for the tips! I took some in mind right now, hope you like it!

Or, if you were to keep a color count similar to that which you now have, at least make them useful.
Take out the midtones you have, and add highlights, as illustrated in this edit (which also makes a more circular shadow, which I'm assuming that is beneath him):
http://i57.photobucket.com/albums/g209/phototekcub/robot.gif

Updated left arm, it wasn't the same as the right one...

I know first thing's first and all, but you also have a ton of colors in there that you really don't need. There's not enough contrast between the shades for the colors to look different at that tiny size. I'd say try limiting yourself to just eight colors for this piece: two reds, two blues, two grays, black, and your transparent alpha channel. Good luck!

So I should... Put the AA on the outline? I'll try that in paint with different bgs and I'll see how it looks!

aa on the outside is always a bad idea unless you have an actual background.  you can use inner aa, sel-out, and so on.  as it is, this will not be accepted into the gallery with a white background.  browse through the gallery and look at some of the sprites and see how others get thiers to look good without backgrounds

Actually, for this piece, I would have not even kept the AAing colors outside the black outline, as they seem kind of pointless at the moment. Even with out it, it would practically look the same. I think the main issue is just the choice of color. But then again, it's just my opinion...

So your saying I should... Put outlines around the AA?

"I would've AAd to all of the backgrounds if I knew how..."

Whenever creating  a small sprite, that is most likely to be used on a game, (no matter what the design is, or color) It's always best to use a black or white outline around the supposed sprite. This is a great trick to blend in a sprite with complicated or  "chamelion" like appearance so that it will fit with multiple backgrounds. You can even find this to be true of many GBA(Game Boy Advanced ) games....

So in short, when pixeling small sprites, use transparency when sending in( or a great background) and utilize black and white outlines to separate or define the sprite from any background. This is not only a useful trick, but is a very smart and professional move to consider when dealing with creating sprites for games with different backgrounds...

But no worries. We all start off small, and ask these types of questions. Just keep trying and you'll be great, guy. Try the Pixel joint forum, or pixelopolis forum( if you can handle strict criticism) for further help and in-depth crits.  

I would've AAd to all of the backgrounds if I knew how...

The bg should be transparent, if you have to have a certain color bg for your sprite to look good, then your sprite is the problem.  I advise against AAing to a simple bg.  I'd really like to see some larger pieces, these are rather small and undetailed.  The colors are over saturated and it would benefit the pieces to have different shades of a color varying hues.