I’ve gone through a few tutorials (noob to pro wikibook) and have been trying out some stuff on my own. So far, this is what I’ve come up with. 
My biggest problem is feeling overwhelmed. I look at the work of others and expect myself to be able to do such high quality models so soon. I have to remind myself that when I started mapping for Doom, it was the same way. I thought posting my WiP here would motivate me some more.
Try some smoothing and edgesplit modifiers, and maybe a subsurf or two. Also, add a floor plane.
I’m still a noob at basic shaping so I haven’t learned much about modifiers yet. I did have a subsurf on the legs but found it hard to select the faces to make the leg shield plates. I added a floor plane and it looks much better with the shadows.
Thanks, I could always use tutorials. A small update. I subsurfed the legs and creased the armour plates a bit. I also added a tail and a plane.
Still lots of work to do though
Set the legs the legs to smooth, because right Now you can see the faces. And if you do smooth the legs, you’ll need an edgesplit modifier to keep the sharp edges. You shouldn’t have to do anything for that modifier except maybe mark some edges and uncheck a box if needed.