I'm with you on acrylics, they are tough to get the hang of but once you get it they are faster and more versatile than oils (IMHO). Vallejo's are just fine for painting, a lot of the top painters use them. The chalky look always comes up as a problem for everyone, typically because they are over thinned. Using distilled water can help a little with this.
Your figure has some issues with clean up, there are some pretty obvious mold lines, but no biggie when you are starting. Your paint appears to have been too thick when you basecoated her, and the shine probably resulted when you overworked the highlights and shadows. About the highlights and shadows, you didn't really go far enough with them, at this scale contrast is the key to a really great looking figure, and this figure has almost none. One example are her boobs,they are the same shade as the rest of her skin, these should be painted much lighter and almost white on the highest point of them in this scale (I do it in all scales). I'm not sure what is going on with the metals,are they true metallics or non metallic metals? Even the weapons need to have the same contrast as the rest of the figure. All of the above should be repeated for all parts of the figure and clothes.
I like your idea on the base but don't make the mistake of letting the basework be an afterthought and just hurry and finish it, as much thought should go into your basework as your figure to make a really kickass scene.
Keep in mind I am not doing this to be mean, You just seemed like you wanted a little help to improve. I got a lot of honest feedback when I first started on this site and it really helped me to improve over the years.