Also the powerups don't seem to match the graphics of the rest of the game - maybe a shaded orb or something...
I think it's just because the circle is non shaded while the sprites are . As for the player death, I think just a bigger particle effect would help - currently you kind of see the player disappear (and because of the collision detection sometimes the bullet didn't even officially hit the body) so if you cover it with a bigger "explosion" it might work, or dropping some sort of corpse or skull or something might work too.