First Sprites I made: Darkrai

[GrooveMan.exe]

Nope, sorry.

This is getting increasigly difficult to do without a handy link to something on Colour Theory (help me out, guys?); but pure black is often a bad idea unless working with some restrictive conventions (8-Bit being the most obvious example). In your case you could use a very dark red or purple and that would work much better.

As for pillowshading, that's your fault, not your pallet. The colours you use have little to do with you shading poorly (though bad colour choices can make it more obvious).