Every writer has their own flare to the process: some start with a name, others with appearances; I tend to start with occupation, or role in the story, myself.
Whatever you choose to start with, though, the process of development is more or less the same. You take your new creation, you name them, you get attached to them. You poke them and prod them and ask them all manner of funny questions until they finally grow a personality. Once you're done with the preliminaries you turn your new friend (or enemy as the case may be) lose on a story, and you watch them.
No amount of boardroom chatting can really round out a character. They have their place, and a very important one, but if you really want your character to turn into a someone you have to let them lose. You need to see how they do things; how they interact with other characters and handle situations that get thrown at them. Actual 'in world' experience is the best way to make a character feel like a real, living thing.
That does tends to create problems though.
Lets say you have the base of a character and you turn them lose on a story. They do their thing and you watch, little by little finding out what their thing is. As you go on, though, and they truly start to take on a life of their own, you realize that their first interactions feel forced. All their early lines and actions are peppered with green horn character discrepancies, and they sound nothing like the fellow walking around in front of you now. Worse than that, those discrepancies are creating a different kind of problem. Plot holes.
Just to be clear, when I say character discrepancies I'm not talking about the natural process of character development that takes place over the course of a story. I could (and probably will) write up a whole rant about that subject later, but not now. When I say character discrepancies I'm talking about serious breaks in persona, characters saying and doing things that they would never naturally do, with no good reason for it. Those kinds of character breaks can and will wreak havoc on your story. If you're building your plot or even a single scene on out of character events you have a problem, and you had better go back and fix it quick. You can have this problem even with old characters, but it's down right rampant among new ones.
This just happens. Some characters do manage to stay consistent right out the door, but that's the exception. The majority go through a period of flopping around before they finally fall into their actual persona, and it's that flopping stage that can be tricky to deal with. In my opinion, it's best not to let anybody into a position where they can mess up your plot until they're out of this phase. They still need screen time though, or you'll never figure them out.
There are a few solutions to this. One is to build a sort of 'test chamber'. It's like a terrarium: natural looking, kind of like the world of your story, but still contained so early character messes don't get all over everything. Most things that happen in the 'test chamber' are understood to not be directly relevant to important events. Building a proper test chamber can take some doing, though. If the test chamber itself feels fake or forced than you can't expect a character to grow out of that state while in it. Another option, one I use often, is to stick your characters into someone else's world.
Yes, I'm talking about character inserts.
There are a few distinct advantages to this method. The first one, and honestly the most valuable, is that you're under no obligation to make anything there 'good'. The pressure is off: if things go horribly wrong who cares? If a few plot holes crop up early, oh well. You don't even need to finish the projecy; if the story gets wrecked to where it's completely unsalvageable just crumple it up, toss it out, and start again. No harm done and nothing lost. Once you remove the pressure of failure you can go nuts unhampered, and characters tend to be the better for it.
The second advantage is it gives you the ability to bounce a character off of things that are solid. In your own story relatively few ideas are set in stone; the world is still growing and changing all the time. This is by no means a bad thing, but there are some advantages to bouncing a new character off of something solid. If you've seen or read enough of a world you'll have a good understanding of how things work there, and if things go pear shaped you know enough to call it out. That solidity is a nice tool to take advantage of. Stick your new character in a room with someone you're familiar with and watch what happens. I assure you it will be interesting.
My term for this tactic is a "Character Test Run"
I use this method all the time; I've put characters in everything from Rayman to Marvel, and I regret nothing. It stretches the story telling muscles wonderfully, and the character development I get out of them is invaluable. Anybody who gets any amount screen time in my stories has probably wound up in some other world at some time, even if those adventures were short, or never written at all.
Now, I'm not denying that stories like this have a particular reputation. Fan fiction in general has acquired rather a bad wrap, and in many cases it's justly earned. But the problem there is with the quality of execution not the concept itself. By nature of these drills you're not trying to impress anyone anyways; they're for your benefit and yours only. I would encourage you to at least give it a try and see where it takes you. It can't hurt, after all, and the potential for gain is huge. And when it comes down to it, if you find a method that's both enjoyable and effective, why on earth wouldn't you use it?
Just saying.
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