Hey, Jason!
Nice shots... one of the great things about macro is that you don't have to work as hard to get good exposure and color balance since there is very little water column between you and the subject, and since a good modern strobe and a modern camera do a pretty good job of adjusting things automatically when ambient light is no longer an issue.
Since you asked, here you go, my 2 psi...
1) The subject has enough depth that the further portions are out of focus. This is probably because you have a VERY limited depth of field, which leads me to believe that you have the aperture wide open. Try a smaller aperture - the "bokeh" effect will still be there because of the greater distance to the background, but the whole subject will be in focus.
2) Cropping and orientation is not quite to my taste. Since you don't show a lot of the fish, you could either emphasize what you do see (with a tighter crop and "natural" angle - fish more horizontal), or maybe pull back so that the coral head isn't cropped right at it's margin, giving a better sense of scale.
3) More patience. You clicked the shutter when some of the white, out of focus arms were over the central green ones that are in focus. Distracting.
4) Nice work with the depth of field, but for anything with an eye, it helps if the eye is more visible (slight change of angle) and in sharper focus.
5) Classic gimme shot that everyone who sees a clownfish in an anemone takes. A bit cliched. Also, the portion of the anemone to the left of the fish is better lit, with nicer highlights and contrast, so it would make more sense if the fish (main subject) were getting that light (strobe positioning issue). A tighter crop might make this technically better, also.
6) I like this one... maybe a bit tighter crop, since the background isn't very interesting, but I like the light falloff, etc...
Mike