After waiting for several of your sigs to be posted I would have to say the first one you posted and your spiderman are the better ones.
Instead going into real big detail on what to do Here is a list of things I usually recommend people to do.
Backgrounds
-Brushing
-You need to work on brushing backgrounds which includes smoothness, depth and lighting, usually oyu want to start with grunge brushes because htey are hte easies to blend well with each other, then you want go to abstract brusing (fractals weird shapes and what not). Next you want to learn on to use vector brushes. I would recommend with brushing that you look at a lot of tutorials that focus more on backgrounds then anything else.
-Depth
-this takes time as well but it requires that have master brushing techniques, lighting techniques and blending techniques, don't worry about it that much until you have a good grasp of brushing backgrounds
-Color
-With color you usually want to go with more then one color gradients are the best way to go with mastering coloring, Also make sure to try all layering properties when you do a one layer color so it doesn't take anything away from the background and render
-Lighting
-This requires trying this out with filters like lens flare and lighitng effects filter, this is especially useful for dark background sigs to help add depth to it.
Renders
-Never Use renders that have halo's around (second sig render in the middle) that instant destroys the sig.
-Don't make renders that small usually you want to have them cover about 50-60% of sig but leave enough room to see the background.
-Never have a render under one color you usually want the colors of the render to work with the background and not the other way around.
-Render blending is very important in the depth factor again reading tutorials will help on this.
That covers a few areas, but like I said to get better read and test out tutorials and even combine ideas from several tutorials to make good looking sigs. This should help you out, I would start with the tutorials on this site and then go to websites that are gfx heavy in tutorials.
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