Pretty nice coloring gramps. I just recently ran into your DA gallery while glancing around.
Yeah will agree, it does have a oil look to it. I believe you're trying to hit up to those cool illustrator pieces? To reach that, try to create a more solid color edge around the main focused points. Then usually, use some method to break those color bounds ever so soft to your own style. Not only will that help get rid of that oily look it will also draw your attention easily. That is how most of the masters art looks so good/eye candy.(keep in mind it's ok not to be so uniform) 
Hmm, sort of like in how you have the nose done. It stands out too much from the rest of the body. The spacing between her nose and position is quite awkward. I think you should've just gave a more gently upturned slide to her nose and then softened the bridge on the right slightly.
I think some of the highlights are misplaced to really enhance.. It's difficult to say since perspective, I'd just think their should be a tiny few in her figure on some areas not just on the sides illuminating her.
I do like how you went for a movie type render on the skin. I think possibly the skin tone is too vibrant (full-color) in night to really get that feel down. Just, believe adding in a moonlight tint (if any) with the darkness from night sky over her figure and sort of a semi-light glow where the light breaks on her would enhance your illumination somehow. It's just she's in a city so much can be bouncing/refracting I'd say just explore with it, maybe surprise us!
Alright, hope that helps you some *cough* didn't want to say everything to the letter. I take it you didn't have a whole heck of free time to spend. It should be fun coloring once you get the flats down, just try to break the habit of coloring step by step fully.
-Late Edit some stuff, I just had to fix np if you took it offensive others might've.. I wrote to briefly *compacted.
[ 13-12-2005: Message edited by: Dekar ]