OK, I really like this. First of all, I think you've done a great job balancing a really cool style with a good grasp of anatomy. I like the sketchy feel to the drawings, and I think it definitely adds to the texture of them and makes him look like he is, in fact, covered in fur. I think that the shading and highlighting overall is really good, although there are a couple of inconsistencies - which kind of just add to the stylised feel anyway.
I really love his patent shoes.
I think for me the only main issue I have is a bit of a postmodernist one. This character reminds me a LOT of Blacksad. (If you haven't read the unbelievable graphic novel Blacksad ( see e.g. [link] and [link] ), then for the love of all that is sacred go buy it now and prepare to have your mind blown). Similar style, similar look (though yours has a more human face), similar colours and similar clothes. But. This isn't necessarily a bad thing.
Also, a small side issue, I think although I can appreciate the sketchy style, I think it'd be good if the colouring was in the lines (e.g. the right shoe) just to make it a bit tidier.
Other than that, this is a great piece and it's really awesome to see the progression between just the character, the character in clothes, and the character with his guns. Awesome job!