for that look i would suggest keeping the lighting consistent. as in, the shadows and highlights on each dude should be the same. on yours the one on the far left has far more intense lighting coming from behind him, but the others have lighting coming from the front and above. doesn't look realistic because of that.

and to cut them out better, so they aren't blurred at the edges, i recommend the pen tool + vector mask. search for pen tool tutorials for help on that.