One of my favorite ways is to do some "First Thought" writing about each major character. Write in first person, and--taking a page from Dr. Phil--let the defining moments flow. What were the events that altered the course her life was following up until then? I generally type 2-3 single-spaced pages. I'm usually always surprised.
Once that's done, answering the following questions is easy, and only rounds out the edges of my character. Don't worry. I'm not going to suggest you write down what she had for breakfast. But, in the end, that would be an easy--if mundane--question to answer.
(For the sake of brevity, I'm only asking some questions that I don't see on every Character Sheet, or that are very important to answer.)
1. How do they move?
2. What do they smell like?
3. Do they have any striking or identifying feature?
4. What secrets do they hide?
5. What is the trait they hate the most in themselves?
6. Where are their favorite places? Least favorite?
7. What do they fear?
8. What don't they fear, but should?
9. What sort of habits do they have?
10. Do they have any hobbies?
11. What is the most important thing in the world to them? Can you take that away?
I need to really think about my main characters. If I don't like them very much, no one else will either. Keep in mind the traits you're attracted to, and the ones you're not. It took me a while to go back and do rewrites (on an earlier effort) to make my protag less wimpy and more macho.
And don't forget to do this with your antagonist. I may have KNOWN that my current bad guy had a lot of layers, but I didn't know that "a quick whiff and Lawes smells like nice cologne. But if he gets too close you can smell a strange mix of honey and rotting meat." He also has a couple of unusual hobbies.
If you don't have time to do something right, where are you going to find the time to fix it? ~Stephen King
CR: The Sudoku Puzzle Murders by Parnell Hall.
It's all better with friends.