People don't -need- to be complimentary. If you come off as being too nice about something people won't be motivated to improve.Be complimentary people! Its a great sig with some amazing colours. As for the depth try blurring certain points with the blur tool, as in, the very far background the most and then less and less as you move closer to the focal, it won't give you completely perfect depth as usually a tag needs to be brought up using it from the first layer but it will certainly work. As for everything else your spot on the money! I would try using a larger canvas size in future though.
Also, Neilo, did you not save your PSD? It feels like when you tried to make the sides darker you just went ontop of the whole image and used the burn tool and then blurred it, which won't work out for you. You should start from the bottom and make the furthers back layers darker, beneath your adjustment layers, then it'll blend well with the tag.