1st tag: I'm not a fan of borders, mostly since I can never get them to look right.
The border on this one's not horrible, but it could probably be thinner. I always saw borders best as being 1 px wide... 2 maybe.
That liquid effect around Marth is good. Looks like the liquify tool, I'm guessing? You can do some pretty crazy stuff with that thing (see Inyro Gatling's tags lol), so keep experimenting and improving. The bg on the left seems to not match the liquid motif though, or the colors on the right side. I would try to mess with the liquify tool there as well for consistency's sake. Marth's face is a little pixel-y around certain areas, you can blur those a bit to hide any 'low-quality' looking places. This is a good color scheme so far, try to throw a few more in there to see how they work out.
I guess filters can do some interesting things sometimes, but mostly I would suggest avoiding them. The effects they make you can really do yourself, but better. I hate saying that because it sounds snobby, but I feel like you'll benefit from tryna make visuals without using them as a 'crutch'.
2nd tag: Grayscale is awesooome, great contrast on that one. It's really minimal feeling.
Background I'm on the fence about. I sorta liked it at first, but when I realized it was just an enlargement of his eye it just kinda killed it for me. I have no idea why but using a copy of the render in some way to make the background has always bothered me. It just doesn't look right for some reason. Also since it's a bright spot it detracts from his face as a focal point. Bg should probably be darkened (and not be a copy of his eye) so the only bright area is the area we should care about looking at (face). Right side near his shoulder has great fx, text should probably go though. Or at least, be rotated or something so that it fits with the fx. They sorta bump into each other as is if you know what I mean. I don't really like the repeated lines in the background, they don't particularly add anything appealing.
3rd tag: Really good also. I actually don't find it cluttered at all, and you managed to make a centered focal look good which is not easy at all. Like the wings you added there.
Some parts have really great color, like that area near his left shoulder. Other parts just look random and noisy, so pay careful attention to which places you want to emphasize with color.
It's almost there. Make sure you really define a light source. Judging by his face I'd say it's somewhere centered above him, so try to emphasize this by making areas near him and far from him lighter or darker. I don't care for serif fonts in sigs really but the text is fine. I don't think it needs to glow though, if you want to emphasize it, there are probably better ways like making it bold, all caps, a certain hue, certain font, etc.