Added to this...I try to bring in as much history of the character and who they interacted with. I like to have some backdrop to my character and perhaps some tragedy. (This gives me an opportunity to easily bring in a CDQ).
If the character believes in a Diety, I turn to the handbook, and read thoroughly what it means, and try to understand it. if i don't, I read CDTs of other PCs that are of the same diety and try to understand their view points. At times I can spend up to 6 days researching a character and fleshing it out exactly similar to Lynn's approach.
I tend to focus on history and what went on with the character and give a brief description on the mannerisms of the character. If i give some personal details it helps me RP them.