Nouuuoo...page broken when I was looking up some stuff to refer back to your wallpaper. So I will keep it a little shorter (excuses for sounding more harsh than usual).
Lovely concept, composition is great the base is nice too. Lighting is nice. Looks good to me. The vectors are decent, bit...stroke lines will kill you in different type of works and make it look bad. Start using fill lines when that happens. It is a bit more work but it pays off a lot. Other things is consider using gradients in your vector. It makes vectors fabulous.
I see two elements that go great with grungy style, patterns or textures, but I don't see it in more than that. I miss some texture all over the place. It would make it look better.
On to the girls. The vector is nice, that is fine but the style you used to put them in the wallpaper has the wrong execution. Dark outer stroke? Please, avoid stroking your characters unless it really fits with the style. The shadow layer is fine, although when you go on about this style, you don't use a shadow like a shadow. You bring character to it by giving it a flat colour that makes the fron pop out a bit more (I personally love doing that, looks great).
Text; the font should be better...it doesn't fit. Some retro, grungy or plain (fullcaps) font would work much
better. Then the text you use as textures is kind of wrong. The idea is nice, but you are better off using a pattern
instead. The dark outline doesn't fit at all. I would leave it out or use the same thing as the one suggested for
the vector. The glow is unnecessary, somehow gives off a bit neon-thing which is out of place.
Oh right...the text. I mentioned it in Shimazaki's latest wallpaper aswell. Try to avoid putting text in your wallpaper that contains the name of the series or a character. Choose not to do anything if you have no clue or choose to use the title name and things based on the title.
That's all, happy walling ~