http://img16.imageshack.us/img16/8436/93089154.png

I pointed out some of the places you could improve.  Have a look here, there's some useful information on how to shade a piece.

I did pillow-shade some parts on some ships (e.g. the middle one), but i did this to give an impression of depht, since they look really small... Any tips to improve them? Maybe I'll make some changes when I add them to my other piece. =)

I dunno about calling the ships pillowshaded or even banded for that matter but can see ev149s point. They certainly can be improved upon.

Pillowshading + banding =

www.derekyu.com/ has a good tutorial on proper shading.