Who is your character? Create a childhood, a history, some secrets, a true past for your character and write it all out. There are a ton of checklists and charts to do this. You can find a number of them by clicking on the following links:
GURPS Character Sheet
What I like to do is write about my character. You could even write a short story about a particularly interesting time in their past -- or their future! Then, you can use this to peak the interest of new readers to introduce them to your new book, story, novella, etc.
As you're writing about your character, think about how he/she grew up. What's your character's favorite color? Does your character have an endearing lisp? Does your character like to drink alone? Is your character a closet freak?? Find out what makes your character tick. What turns him/her on -- and what doesn't. While most of this information does not and will never see the light of day in your final story, it informs you (the writer) what is 'believable' for your character. Sometimes the most interesting dialog or plot twists stem from weird junctures in your character's past.
I'd suggest that all of your main characters and your supporting characters have this full sketch so you can refer back to it in order to build a better fuller story that has sub-plots that turn the wheel for the larger main plot driving the story.
Depending upon your story, some of your minor characters may need to be fleshed out a bit as well.
Remember that physical attributes (flaws, ticks, unusual features) all can be a part of your character's story and create issues for the character and your story. Just like in real life, your characters are not perfect and its that imperfection that makes all the difference in the world.
For other great articles on this topic please click the links below.
8 Ways to Flesh Out a Character
Fleshing Out Characters
Fantasy Faction's Fleshing Out Characters
One more thing, before you head off and begin sketching like mad. There is a woman who is a master of creating almost human protagonists in her stories. Her name is Jacqueline Lichtenberg. She is my friend and mentor. Please read her fantastically detailed and informative lesson on "Choosing A Protagonist" and leave a comment here and let us know what you think!
Or, if you just want to go ahead and take her writing course, Essence of Story, click here.