Doug reminds me of the Donald Maass workshop I attended regarding The Breakout Novel back in May. Maass advocates for killer, kick-butt protagonists that capture every human ion within our bodies. Why? Well, there's a (literal) ton of competition out there. How to do this? Well, you're in luck. I took notes!
1. Show a strength right away. As in: within the first five pages. Regardless of how dark and stormy and anti- your protagonist is, we still need to have a reason to care. Adding a heroic quality accomplishes that. (Blake Snyder would call it the "save the cat" moment in screen-writing.)
2. Show a third dimension. Reveal weaknesses, variety, the opposites of your chosen strengths. Adding this extra character dimension surprises us, keeps us off balance, and intrigues us. What happens when your protag, who vehemently detests dishonesty, finds herself lying to a trusted friend? How does she resolve her character flaw? Your exploration makes your character more human, more real, more believable. Added benefit? We keep reading.
3. Create inner conflict. Duh. But seriously: make it strong, dramatic, uncomfortable. Force your protagonist into a situation where s/he is torn between a greatest desire and its opposite. Write a scene where this individual desires or feels pulled into the direction of what s/he has always despised or hated. This could result in a lesson (yes, your character really does need to learn XYZ) or this could result in a greater sense of self-loathing or self-understanding or whatever.
4. Raise the personal stakes. Once you've created the conflict, raise the stakes even higher. Without a personal investment in the conflict -- without the story mattering to the protagonist -- the story will never matter to the reader. Ask yourself: why is this now urgent & necessary? How can the problem get worse? And, ultimately, under what circumstances would my protagonist actually fail to resolve this conflict?
5. Take your protagonist past the brink. Break her. Crush her. Then bring her back from the dead. It's all part of the hero's journey, after all. Without Campbell and Vogel, we might forget that death in some form must be encountered by our intrepid protags.
So, to parrot Doug, what do you do to ensure that your protagonists are well-rounded, dynamic, three-dimensional? How do you flesh them out believably, without (unintentionally) creating ADHD, bi-polar, and frenetic characters? What makes your audience care?