Personally, I like the small head of the first picture because it allows me to have a sense for his height and powerful body build. I've seen some professional artwork with small heads and no one complains of them, so I don't see the real problem here. If your style incorporates small heads on large bodies for a reason, go for it. ^^ I love the sketchy nature of his clothing, and the perspective you through into his sword and hands is extraordinary -- plus the way you shaded and colored him in total is wonderful.
Your ability to illustrate hair and hands is completely beautiful, and the mixture of colors you used in the third and forth one are really eye-catching. I especially love the dynamic pose of the forth one -- so much movement! Your ability to illustrate muscle structure seems correct, but I recommend reading and looking into the abdomen sections more on your third and possibly second drawings (the third has more of a pot belly, while the second could use more detail or something). The second figure's head is confusing.. Is his tongue out? The horns are lost in the simplistic hair, and his nose seems so randomly placed with no real detail added.
As for the female character, WOW! I love her playful pose, and the tall to small factor I see in her. The left leg is fine, but the right one looks a little off -- other than that, she is awesome. I especially like her wide hips. smile Even if you didn't mean for that, I love them. People tend to draw women with small hips way too often. Not all females are skinny, tiny tattertots!
Your art is superb.
..I feel honored to have commented on it.