There have been some real good advice given thus far. Let me see if I can add something to the mix.
Make your character feel and talk realistically (even though they may not be in a realistic world). You have to make your characters feel alive, feeling their emotions like you will feel your own. I think most writers has to tread on the thread of what is real and what is fiction anyway. Doing this helps you get into the characters a lot better and gives depth to whatever you are doing.
If you can't answer how your character is going to react to a circumstance, you don't know them as well as you can. What may be a good idea for a character may appear shallow once you write them. Flesh them out and you will do exceptionally well.
EDIT: Also learn how to chose against some of your options for the betterment of your story. There are plenty times I wanted a character to look a certain way or I wanted to add something in; but, the state of the environment made it feel out of place or forced.