So, for my last bit on developing your characters (at least for a while) I want to talk about ways of getting into your character, and further developing them, while the game is going on. With this we have the three ways for helping develop your character for RPGs with Mechanics, Non-Mechanics, and Between/Before/After session stuff. That being said, let's get started.
A character journal, as I believe I've mentioned before on here, is a great way to help you explore your character. The key to this is that you are not just keeping notes on the game, but that you are keeping in character notes on the game. The Journal can be anything from an actual journal or diary to letters written to various people about what is going on with the character and their life. The journal lets you explore your character mentally and in solitude, get and show thoughts on how things are progressing, the various other characters, and life in general. You should try to do one per session, IC justification for this (for the sake of keeping the journal consistent ICly) may seem hard to get for it with some session, but with a bit of thought you can generally find where your character found 10-15 minutes to get their thoughts down on paper.
At the very least you should share the journal with your GM. Giving the GM more insight into a character can really only help him with giving you fun things to deal with. It also gives you another way of communicating with the GM, showing them what worked and what provoked what responses from the character, letting them fine tune their material for that character to it personally. Showing it to the other players in your group is a personal decision, but if you trust them to keep their IC and OOC knowledge separate it really can't hurt.
This one can be harder than it sounds, but find a theme song or songs for your character. A song that seems to be about the character. A song that expresses their world view. Sometimes numerous songs will seem to fit, sometimes just one, but either way look for it. Before you go into game, listen to the song. This listening is why I find it better to have several songs, because then you have a playlist to listen to on the drive over to game or before it. Still, the important thing here though is to find something that reminds you of your character, that helps give you their state of mind, then listen/watch/read it before the game starts.
Doing this can greatly help you get into character too. If you're having a bad day, it can help soothe you as you slip into the character. If you're a bit too happy it can somber you up. Not happy enough it can perk you up. Music can be a very powerful tool for a lot of things, so why not use it to help you with getting into character?
Again, share the song with your GM. Let them listen to it (if they want t0) and if need be explain to them what makes you feel the song is good for or about your character. Again, if you trust your other players (or there is nothing 'spoiler worthy' in the song) share it with them as well. I personally as a GM and player love it when people do this, because it helps me build a play list for the game itself.
Write/Draw a Story/Picture
Most people can either write or draw, and even if you can't it's ok. However, creatively delving into your character with another medium is another great way to help you get into your character. A picture can be as simple as a profile shot, or a more dynamic work. A written piece could be action packed, or just them sitting in front of a computer. The point is more that you are engaging your mind in other ways for the character, looking at them from different angles and seeing how they hold up in those ways.
Pictures can also help the whole game with getting a visual reference for your character. Even a badly drawn picture can tell a lot more, and quicker, about a character than you can with words.
Role Play Discussion
This is something I picked up when I joined my most recent groups, but at the end of each session as the other players to go around the table and just talk about how they see the other characters. What they like, what they want to see more of, what was interesting to them, what they think is going on. All of this information can be good to get, and when you go around talking about characters and the game everyone gets more view points on their character. You also get to see what people think is going on, and can compare it with what is actually going on. Letting you take the feed back and tailor what you do to show more of what you want to with the character, while curtailing actions that may be giving off the wrong impression of the character.
These are by far not the only ways to help you with getting into and developing your characters, just some of the ways I've found over my time playing. Some of these things can even work with other forms of story telling (particularly the sound track one). Either way, I think you'll be amazed at how much you can get out of a game when you put a bit more into your character in it.