Your shading is quite great, and your lighting is really cool looking. I love the composition and how you've created a circular line of action.
My only sadness about this art honestly, out of all the critque you gave yourself is the glow on that weapon. It really really distracts, and causes a lot of lost detail. Maybe you could have gotten away with that kind of brightness, if the weapon wasn't right smack in the middle of everything, and if he was holding it off to the side; but because of its placement, its a blinding white spot.
If you were looking for more "power" to the piece, maybe you could have incorporated some lightning down the guy's arm, and perhaps around his feet. Personally, I think the war screaming expression does this just fine; and you DO have a good understanding of how light falls on a three dimensional object.
Textures and technique come with time. You've done a fabulous job! Don't be too hard on yourself, and keep up the good work!