Excellent stuff for one of your first units. The walk is fabulous. The death is a lot of fun too.
Two points that I'd make - I think you should animate the "default" stance if possible. If you look at the Firaxis units you'll notice that they all sway very slightly as they stand, just to add a bit of interest. And I'm not convinced by the "attack" animation, which seems to involve waving his gun at the enemy rather than firing. It might be better to have the gun move less and put in a flash or cloud of smoke or something like that - if you can, as I understand things like that are tricky. The Firelancer by Dom Pedro has the most awesome effect of this kind that I've seen!
But those niggles aside, I think this is one of the best "first units" I've seen here... You'll be getting plenty of requests, I'm sure!