Think of a whole bio for your character, even if your not going to use half the info in it. You should know your character by heart, Where they grew up, what their fears are, Likes and dislikes, what their favorite color is, everything. This helps you develop how they would act and react to and in different situations.
Sometimes is helps to give them a really weird quirk (sp?) One of my friends likes giving her characters weird fears (i.e. One of her characters is afraid of doorknobs) In a story I'm writing there's a character that ALWAYS has a cigarette in his mouth, even though he hasn't smoked in years. It's little things like this that sets your characters apart.
