1. Lay off the bevel. No offence, but if you don't put the proper settings, it'll look horrible, like in the sig.
2. Outer glow, you could've atleast changed the color to red or something. I don't like it.

3. Backgrounds alright, did you use the cloud filter and then use a whole bunch of others?
4. Did you cut out those images yourself? I can't cut renders out that cleaYou put the guy with 2 guns over the border, which sort of makes the bottom right part look messed up
Good job for a first sig!