I either need a character that is fully written (The Nameless One, Geralt) or I need an in-depth character creation system. I'm talking hair, makeup, and clothing. I can't begin to stress how important this is and I know I'm not the only one.
When I'm in town, I like to put on my fancy dress of +charisma and persuade the townsfolk to give up all their secrets and pay me to take their goods. When I'm out adventuring, I want to inspire awe in my foes. I want the glare off my armor to blind them for a moment. I want bandits to covet my fine, silken mage robes while I burn them to a crisp. I want to enchant a commoner's tunic with protective charms so that I may go unnoticed in a crowd.
And don't forget to accessorize! Jewelry and shoes pull the whole outfit together.