great choice of colors, but i dont really like the black leg
kinda looks like clipart style lol...
Gun: yes, it is not finished, and yes it looks crappy. :)
Blacks: The thought process is more based on the fact that the gun is not finished than anything else. IMO a darker background would change the overall impact of the “cute & sexy” image.
Arm & Leg shading: I think it is a little flat looking.
huge n classy - i dont like the texture of the fat gun too much, but thats just an opinion
your aa is perfect and so is your chardesign. i love you