Here's a drawing of the Pokemon Diggersby, done in Paint.NET. Feedback would be appreciated.
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Way too sloppy; slow down. Avoid using the fillcan. Don't use a smoothed/blurred/whatever brush. Use layers so your colors don't bleed over top of your lineart. Plan everything (read:
EVERYTHING before you start drawing any final lines. Don't use the shfit+click straight line function; it's a crutch. Shading should be directional; start simple and place the light source directly above the scene. Use more than two shades for any particular color. Use references for anything you're not sure about (the car for example). I've never used Paint.NET but I would greatly suggest Photoshop over any other program. Cheaper options are Paint Tool SAI and Autodesk Sketchbook.
Finally, don't use the mouse. Get a graphics tablet (Wacom Bamboos are pretty cheap and are more than most people ever need).