The background looks like it was made with the cloud filter and some tinkering with brightness/contrast for the lightning...am I right? If that's the case, that tells me you've got potential. You know a few tricks with Photoshop, but you need work with things like color schemes and composition.
As it is, Jolteon doesn't jive very well with that background--he's too bright, and the lightning is too random. Try making it flow in the same direction of Jolteon's movement, or center it all around him. You might want to consider using brushes for that sort of thing too, as opposed to doing it from scratch.