Hey Wheatleyy,
First off, let me say that by no means are your models "bad" in any way. Also, take my advice with a pinch of salt as I am still quite a noob

. Anyways, the only things I think you are doing wrong in your process of modelling is that you arent UV-Mapping your models. Personally I think if you learnt how to UV Map them and texture the UV Maps (instead of applying parts of a texture to a model with no control over how exactly it will look) your models will look much, much better.
Just youtube "UV Mapping tutorials" and you should get thousands of hits. As a matter of fact I have a UV Mapping tutorial in my Complete Milkshape to FPSC Tutorial that you might be interested in as you use Milkshape
Instead of listing all the programs in the world which you can find in other threads, Ill just list what I personally do just to give you an idea.
1. Collect References (not always)
2. Model in 3DS Max (Used to use Milkshape)
3. Depending on model complexity; UV Map in 3ds Max OR Export to UV mapper Free
4. Export UV Map
5. Texture in GIMP
I think the last step is where you need the most work, because judging from your dead soldier models you have modelling down pretty well. For textures, I suggest using GIMP as it is a very powerful program loaded with features. I also suggest using images from google or cgtextures before you try to hand-paint your textures

If you ever need help with GIMP or Milkshape, feel free to shoot me an email.
But as a last note, never forget to have fun mate! I LOVE Modelling because it gets me away from my life and I just dont realize the time flying. The minute it becomes a chore, you know that you need to change something! Ofcourse I always find UV mapping a chore...but thats just me...
Quote: "namely, hard work. Just keep at it, I know it may seem like you've been doing it for a long time, but that doesn't mean you're doing something wrong, just keep trying your best. Back in December 09, I bet you weren't producing the quality of work you are now. It just takes time, and practice and hard work. You've accomplished a lot since then in my opinion."
100% agree with this

There is really no way I could have known I would be making models people might actually use when I started back in '09 with good ol' Sketchup
Cheers,
Anayar
[EDIT] I just read through what I read and seems to me like I sound kinda high and mighty

Sorry bout that mate, just trying to provide you with some insight cause I love helping people who show interest![/EDIT]

For KeithC
