The irony of characters, in my opinion, is that in order to make them real, we have to make them unreal.
What I mean is, no real person can be put in a box and labeled. But to write a character that stands out, we must give that character overarching qualities (labels, even) in order to make that character real and memorable.
When I was in middle school I went on a retreat and we did an intriguing exercise. On the outside of a paper bag we wrote words that described how others thought of us (or how we feel we appear to others). On the inside of the bag we wrote words to describe how we felt on the inside.
I think this is a great exercise to do with our characters. For example, I'm reading The Girl With The Dragon Tattoo right now. One main character, Blomkvist, doesn't stand out to me at all. He's okay but he doesn't capture my interest. The other character, though, is Lisbeth Sanders. She's intriguing.
This is how I think the author made her intriguing.
On the outside of Lisbeth's box (other characters' perspectives or her outward actions) is written Aloof, Cold, Difficult, Smart.
But on the inside is Tender (evidenced by the scene with her mother), Fragile, and Persistent.
What makes a character intriguing is when the outside words juxtapose with the inside words. When they're opposites or don't seem to match.
Which word is on the outside of your character's box? What is on the inside that surprises the reader? Does this theory fit for your favorite character in a movie or book?