It's generally the upper left or plain up. I would say a 45' swathe between up and to the upper left.

On crafts, it tends to be the middle. On actors, it tends to be upper right.

Pretty much anywhere from 45 to 135 degrees.

Okay then, thanks.

I think your 4 looks slightly too bright, a thing to remember is the higher the brighness the darker the shadows, unless there is a lot of light being reflected of the surface behind it, ambient lightling, though I guess with pixel art it's better to just go for darker shadow because it makes the form of the object stand out more.
also number three has many "clusters", as helm says. and "banding" on the sphere

There aren't any banding at all on that sphere.

banding as in it's quite obvious that it's concentric circles and the distance between the circles stays about the same between each ...increment. I didn't fully read the guys post on pixelation but I'm pretty sure that's what he was pointing at, that's what I got from the diagrams at least. It's unnatural because being a sphere the distance between levels of shadow increases due to the light being spread across more of the surface.

No, THIS is banding:

One pixel thick lines forming bands.

Unavoidable with a tight palette.

No he's more talking about the surface area each shade has and the broadness of it.

I tried to avoid graphical imperfections on my examples, but this is not a tutorial on banding.

Check out Shook's tutorial on Toribash.com!
http://forums.toribash.com/showthread.php?t=119235

Awesome! Why hasn' Shook shared this with us yet? :U

Dunno. Silly me i guess. :U
I'm honored to have it mentioned as a good tutorial, though. Perhaps i should post it in its full length over here as well, maybe even add a few extra things that MLC mentioned over there.

Seriously, Shook, great job!