I've heard it said once, a lot like Samsterious is saying...
When people create a character in their mind- and if all you come out with is a picture (in your head, or a literal picture you found on deviantart or google images).. You're going to be a gimmick. Not a character.
You want a character to be a good fighter, go right ahead. But give it purpose, and experiences, and have those experiences shape your character.
Give them fears. Like fears that actually matter in the world of the role play. Afraid of fire, drowning... Doesn't like loud noises... Something.
Give them flaws. Maybe they are a great speaker, but are really cowards at heart, and don't want to fight. Maybe the sniper is afraid of tight spaces. Maybe your wizard is out of shape from too much study time. Maybe your star athelete is really self conscious and dimwitted. Just a few examples. I just hate seeing characters written that don't have flaws- and if they do- its something that doesn't have much of a chance to happen. Like afraid of snakes when they're in a tundra or something. Lol. Or they are bad at math but are artists or something. I think you get what I mean. If something comes up where they have to face that fear- have them show that inner struggle. Have them bail. Or have them overcome that fear, walk away a little scathed, but have a respect for that fear.. Get it? :)
You want your character to look awesome, or you want to be like the "man with no name"... Take it deeper than surface level. Give your character realistic (or as realistic to the genre) flaws and goals. Set boundaries and guidelines. If there is no reason for your character to be there doing whatever it is they are doing... You are playing a gimmick. Not a character. You're writing a doll that dresses nice, has a pretty face, and is awesome at stuff. That's where it began, and that's where it ends.
It shows. I think good characters... To me- are normally the underwhelming ones at first. Characters who start small, and live up to a potential. They go after goals, and grow. They get stressed out, and fail at tasks. Failure doesn't make a character bad, and constant success doesn't make a character great. It's how the character gets to the success, and what they learn from their failures. They should reflect and evolve. Not just be stoic and hardass all the time. It just seems immature and one dimensional.
Give the character dimensions!
A lot of people are hitting on making the characters more dynamic or 'real' and I think it can certainly ring true. Everybody is interested in different things, so different things and traits will appeal to different people. That's obvious. I also tend to agree with that thought process, though. Because I don't find things interesting if things are way too out there, or way too one dimensional.
My thoughts at least :) I'm on my phone and my eyes hurt so ill stop there xD