Theres a few things you should do.
Have an ultimate goal in mind, does your character want to morph into a different class, or a PrC? well, keep that thought in mind when you interact with other players, you might be talking to a DM PC who will most likely remember you expressing an envy of someones skill at whatever you wanted to do.
Start a development thread for your character if you haven't already, use that thread as your characters story, tell of happenings in the course of your playing. If you want to be a great mage, talk about the ways your character strives to learn new arcane arts. You don't have to base things solely off your RP in your dev. thread, make something up, all our characters have 'off time' when nobody is around, tell the DM's in your dev thread what your character is out doing when YOU are not behind the wheel, just don't go overboard and start slaying dragons or something silly.
If you have a goal, and document the desire in your dev. thread, then request a CDQ and have a specific goal in mind it makes it tons easier for whatever DM you pick to create an engaging and immersive quest JUST FOR YOU and whatever help you want to bring. CDQ's are great, add to the atmosphere of the game and really CAN change your character...
My nice and naieve fighter is a bit jaded and on the way to becoming an abusive drunk because of HIS CDQ, which he failed... yes, you CAN fail at your CDQ, failing MY CDQ actually HELPED one of Bloods generals... hows that for your character affecting the storyline eh?
Just have all your marbles in one sock before you request one, and enjoy it.
Vyris