Well, some of these are good and look more professional, others look tacky and bad. The first image, for example, I don't understand why you put a grungy overlay on the guy. Fair enough taking the background out to focus things more on the guy himself, but the overlay was unnecessary really. The second one is better though, adding a more vibrant colour to his eyes and creating more detail in the background, though instead of just dumping a lens flare in the top corner as lighting, you should experiment with lighting effects (Filter > Render > Lighting Effects...) more.
What I usually do to add lighting is I create a new layer, get a brush tool, use a bright colour (for instance if I was trying to add lighting to a red car, I'd use a faded pinkish colour), set the hardness to 0% and just add a couple of highlights to the places I want the light to come from. Then I'd set the layer mode to "Color Dodge" and set the opacity to ~10-40% depending on how it looks. You can create some really cool effects using that technique.
As for the third picture, I think you overdid it with all the swirls and stars etc. To me, that effect only works if the subject is looking more confident and he/she is walking. Effects like that work best when the picture has motion to it, the girl is just static and she looks withdrawn too so I'd assume something more subtle would be more effective. The fourth picture looks like you just put a photo filter over it, marquee'd a border and set it to "feather" then brushed a black border around the edge of the photo. Fifth picture... Just... No, I don't like it.
The sixth and seventh images would look pretty cool as a wallpaper, admittedly. I especially like how you used a simple gradient in the background of the seventh image to bring out more of the colour on the bottom. What did you use here? My guess is a few neon/abstract brushes and a simple circle brush on a "scatter" effect to create the particle type things. The sixth image looks like a starry background picture with a lens flare in the centre and simple use of the line tool (?)
Finally, the eighth image: I don't like it. Maybe if you had rendered the girl a bit better and used less of an eyesore lens flare it would have been a lot better. It is a bitch though to cut around hair, especially when it's as 'fluffy' as the girl's hair is so I'm not surprised it didn't render well. Again with the starry background, there are other things in the universe you know

You could have put her in a more natural environment, so the rendering didn't look so obvious. Oh and I'm guessing the grey part is either a downloaded grunge brush, or the default CS4/CS5 ones you get.
As for improving, just make sure you pay attention to the details. It gets easier to spot things as you continue to play around with it and look at other people's work so the best thing you can do is look at tutorial sites or register on a website like deviantART where you can look at other people's artwork as well as get some constructive criticism from others.
Here are some tutorials I use/have used in the past:
http://www.photoshop...ts-and-brushes/ - Some cool horror effects there
http://fc01.devianta...by_Senthrax.jpg - A forum signature tutorial, if you like making those.
http://www.sxc.hu/ - Where I sometimes get my stock images from. Most are free to use.
http://planetrenders.net/renders/ - Where I get renders, fractals and C4Ds from. The user created stuff is free to use, but be careful when looking for renders for game characters etc. Not all of them are free to use.
http://psd.tutsplus....gory/tutorials/ - A gold mine for photoshop tutorials, from small manipulations to actually drawing images.