What exactly did you do to add depth? I ask because I want to hear in your own words what you think adding depth to a sig really is. For some reason the definition differs to people when all of a sudden it used in a graphics environment. Which--it shouldn't, think of depth like looking out a window. You're computer screen is that said window, now you're job as the artist is to portray the feeling that if one stuck out there hand there would be nothing there to stop it - not just adding blurs around your focal - but actually trying to give off the feeling there are different fields of vision in the piece. Also, you can add depth to a sig with nothing more then a black brush and never touching the blur tool at all, don't become reliant on the blurring as the only source of adding depth. It all has to do with your fundamentals. If you don't have a basic knowledge of colour, proportions, lighting, etc no matter how many different things you try to do you'll always find your tower crushing from the bottom and you ending up at square one again.
So my suggestion would be before your next sig do a little reading. There are lots of articles out there you can read all you need to do is google the specific subject your looking for and accumulate a bit of knowledge, whether it be how to use the burn tool to it's full potential, or how to use a colour wheel--what ever it may be. Just get a better understanding of what your working with before your next tag.
Last tip; increase you're canvas size. Judging by your other tags you have a knack to over cluster so I'm sure you'll find it easier to work with a larger canvas rather then a small one. Slowly working you're way from tags into working with LP's. It seems you will be better at those then tags.
BTW, kirk, is focal was the eyes seeing how that's the only sharpened area in the piece.
......aaaaaaaaand....breath. That was a mouthful for something I tried to keep simple but it's similar advice someone once gave me. When I first started out because I had that same desire to change the stock/render as much as I possibly could and ending up with clusters of FX that had no purpose. So I had to work on moderation which I think applies to you aswell.