Hello!!!
First don't be so hard on yourself :3 I have plenty of pieces that end up 'shelved' some times I leave years before coming back too but that's not a problem.. so if you feel you can't finish everything though then perhaps look into that..
Let me see, you have a brilliant foundation of works to build on with great concept and design. One thing you'll probably get sick of hearing is about lighting and values. I'm perhaps thinking you might be best watching some videos on values and then doing some black and white value pieces. These can be based on mark making they don't have to be fully rendered pieces. Here's something I did recently while practicing values and using mark making...
http://missimoinsane.deviantart.com/art/...-393925467 ...first I went out of my comfort zone and decided rather than doing the same humanoid forms I'd try for a bird. But that's your choice. I also decided to work from several references despite the fact I know what sparrows look like... But the point of this exercise was to think of a bird like an object and paint that how the light would hit it. I think that would be a great next step for you - especially if you're anything like me and think "well there is lighting... what are these people talking about" ...
Perhaps also try and strip it down to basics. While dragons, robots and such are fine perhaps try working from reference for a while (like you would with life drawing) as that really homes in and teaches simpler things such as muscle memory and creating form. Traditional work does help.. even if you really only want to do digital stuff too.
As for not finishing pieces... is that 'cos you're stuck? lazy? board? ...I know with 99.99% of my works I get to a point and I'm like "it's finished" and my number one comment is about lighting... and how it looks off!! Or how the background looks like the character is pasted on top of it. etc etc.. I think as I said that if you look more into values and form and THEN try rendering some pieces up a bit more.
The last piece you posted here (vampire monster guy thingy) looks great but it's a prime example of "where is the light? and making sure all your lighting and shows match - it looks like he should be lit from the left side (or his right) but you only did the lighting on the head, arm and torso... but what about the legs? The right side of him (his left) would be much darker in contrast. And other parts of him would be less bright. ...but I am still learning!! I'm sure other artists would tell you the same though!!
But perhaps try sticking on some music and thinking less... Sometimes you can simply over think these things and then they don't happen. Remember to take constructive breaks. But most of all remember to have fun. Look at what others have done or other reference images. Just because he's not a dragon or a fish doesn't mean you couldn't look at scales or other textures. He seems very smooth... and very sharp.
I do like what looks like metal going down his chest but metal being metalic and generally shiny (or rusty) would have higher values... I think it's meant to be like it's stapled together? So it would have very high shiny points along with harder lines and contrasting softer lines to make the staples seem more metal. Perhaps have a look at painting metal...
Anyways I type too much.
Here's a lighting tutorial which covers a number of things:
http://www.floobynooby.com/ICG/artvalues.html it does take a while. I'm still struggling with it but now I at least understand it. Before (last week) I thought light was light end of. Oh no... it's not. The lovely JonHop (on here) did a value piece on one of my works where I was failing at values and he does a very good explanation of lightest lights, darkest lights, lightest darks and darkest darks and basically what he was saying was in values your darkest lights never want to be darker than your lightest darks. hah. Here's the video...
http://www.youtube.com/watch?v=lKvPiV-41yc
So I hope that gives you something to think about :) But do let me know what the reason is that you tend not to finish a piece :) ~ mii
