I agree with Bridie; your dolls are nice, but you seem to be a) shading along the base and b) pillowshading. As for the first, it only really works to shade along the base if clothes are really tight; mostly, clothes should be drawn on to the doll at least a pixel away from the base, and more in the case of jumpers and skirts. For the second, it's an easy enough mistake to do, but can be corrected by following tutorials until you have a better grasp of how to shade.
I would recommend the following tutorials; Watermelon Bubblegum's Full Doll Tutorial
and Ninique's Minidollz's Tutorials For Newbies
. Both have pictures and easy to understand explanations on shading and drawing clothes, and are very simple to follow.