In the creation of characters, most of us try like hell to make them leap up off the page. a two dimensional character who doesn't get much screen time can still get the job done, but isn't it much better if you think about them even when you don't see them? Really, that's a way to make a villain worse; who knows what they're up to when you're not watching?
One way characters get rounded out is having their contradictions highlighted. As people, we all have them. Frequently, it will be when it comes to tastes (ask somebody their favorite movies and there will be at least one outlier in there). Somehow, though, when things get to the page, this gets a little stilted. You end up with precious characters, you end up with the hooker with a heart of gold. You end up with the tough "china doll" looking female character who can kick butt but still likes stuffed penguins. Could this be a real person? Yeah, probably. Does it work for fictional characters? It depends on who you ask, I guess.
The thing with characters is they have a life outside your story. They have to, unless you're detailing every second of every day of their lives (please don't). So there are things they like, or do, that somehow could and should get touched upon without becoming the focus of anything.
(now that I've laid this out, I need to think of examples. Hrm.)
In the television show Supernatural (you've watched that, right? You probably should. At least the early seasons. I won't give a cutoff), Dean on occasion mentions movies he's watched (porn and otherwise). In my memory, they don't go to the movies in the course of any of the episodes, but Dean watched "Black Swan" because it involved two hot chicks. Good on you, Dean. That also begs the question how Dean would have handled a Black Swan situation in a hunter capacity, which is an interesting and clever layer to add to the story. Both brothers constantly make culture references that they had to get from somewhere. Some of it is explainable by just having the TV on in hotel rooms, but not everything.
So, now play the game with your characters. When they're not in the book, what are they doing? What did they do before? What will they do after?