I haven't stopped by to reply yet, but here I am now! XD
bacon really always gives good advice, and did a great job again with the advice given to you. ^^
He mentioned getting into the colour details later, because the anatomy is more of a priority, but since that's one of the only things he didn't cover I actually have something to reply about!

Of the first five images (under "Equine Anthropomorphic") the last two have the best colour/shading schemes applied to them. The first three seem to have been textured and coloured, which isn't always bad, but if you can look at the image and say "it was textured by XYZ filters, which are defaults in XYZ software" then it needs a bit of work. =]
I'd personally stop using default textures altogether and work on texturing/shading similar to how you've got it in the last two images (still talking about the "Equine Anthropomorphic" spoiler tag), which appears to be brushed instead of having a texture applied to the layer (I'm not familiar with how Paint Tool SAI works, but I know I could do those texturing and shading techniques in just a few clicks in Photoshop).
The second image of your "Poneh" spoiler tag looks the best in terms of colour and shading/effects. I really like that one the best. =]
Nice work on the Bunnay ones as well. XD