You've got good shading, but you need to work on your gun handles. Take a look at what papasurf's done with his guns in the
Neo-Arsenal Weapon Packs. You've got handles with a 1 pixel slope, I recommend a 2 pixel slope, the same papasurf uses. Looks more natural, IMHO.
To understand what I mean by slope, see the attached image. Larger version of the slope is on the right.
Your shading is great. Follow those tips, though.