This is a quick render, I must fix some details but it don't seems to be bad :p Eyelids are too outwards for a better skinning, and wings still will be a problem but that is their usual pose, for swimming and walking.

Penguins have "feathers" in tail, rest is very thin, like hair. I was thinking in something like "hair paint effects" of maya, wich has low cost for rendering.

Now time to learning about materials... and particles (at least a test :) ).