1st - This is your best for sure. The depth is good and there is a bunch of effects which looks nice. WOrk on your blending, and also erase the effects that overlap over his face it's very distracting.
I also reccomend adding a few gradient maps to your sigs on low opaicties. They help make the colors more like eachother and does wonders on the BG.

2 - Vector render are impossible to use. I'm not gonna lie i hate using them because they areso hard to make anythign out of them.
Work on making your light all one spot, right now it's everywhere a based on his shadow there is only one lightsource. So you really wanna make your lightsource more centralized to one spot.
Also work on keeping that text like it is in number 1. Thats good text is blends well but doesn't distract too much.

3- this is your worst by far. Never use scan lines all over the sig like that, hell never use any pattern all over the sig like that. I know a lot of tutorials ere tell you too, but they are severly outdated and thats a style of the past. Theres nothing wrong with putting it in 1 or two places but everywhere just gets distracting.

Second of all the greens in this aren't working. Sometimes green and orange goes well together, but hardly ever, does green and red work well.

4th- I like how you put a building in the BG like that, reminds me of firescorpios sigs. right now you have a few too many streaks of light and i think you need to minimalize it. Also that light on the right side of the sig is way to bright, it's good to have one there because he does have a highlight on that side of him, but it's just way to bright.
Also your text on the 4th needs work. Try to stay away from strokes and use a default font. I reccomend you try out my text basics tutorial in the text tuts area.

Not bad but it could use some work.