That's a pretty nice model already. I'd say it could be improved by adding some bright highlights. Maybe some very light blues (almost white in the extreme zones) on the skin, and some edge highlights on the axe and gun.
Since I joined the army, I had to start over with paints... Right now I have Boltgun, Chainmail, and Shining gold. What would you recommend for the metallic highlights? I'm always at my local gaming store