For the muzzle flash, I would have done the opposite... big flash first, smaller flash second. Same with the lighting on the guy.

Hair animation looks nice :) I'd change the hand/arms animation though. Maybe a little bit less spacing in the first two frames and more spacing in the rest?

It's good, but one would expect the shell to eject on his right side, going slightly backwards. It would also spin and rotate, not stay horizontal. 

I don't usually like zoomed-in pieces like this, but I have to say this one tickles my fancy. Sure, his left shoulder and left arm have some issues, and the dithering in the flame doesn't really work for me. But it's still good. Now, a small empty shell ejecting after he shoots... that would have been excellent.