Most of my characterization comes from action. I find that the easiest and most potent place to add characterization via action (and a good way to force you to think about your dialog) is to insert it between the quotation marks.
In this example I introduced an NPC named Nofret who has been my handmaiden since I was a child. We're on a boat heading downstream. While I'm hanging over the edge and letting the nile water mist my face Nofret is doing otherwise:

"Nebet!" a voice called from across the deck. A thin girl, slightly younger than the first braced herself against the wind and struggled to hold onto the mast with one hand while with the other she tried desperately and uselessly to keep her hair neat, "If you aren’t careful you’re going to fall into the river! Just look at you, who’s ever heard of a wind blown, sun browned Nomarch. You’ll look a mess when we arrived, Menkara."

The simple act of her bracing herself against the wind and struggling to keep her hair neat makes it clear just who Nofret is. She's the one who keeps me from diving into the Nile just because I feel like it :)

If you're not sure how to do characterization by action this is the easiest way to get a handle on it. By paying attention to the action between dialog you'll soon be adding it all over your RP writings. And you won't be sticking your action in asterisks anymore now will you? WILL you? *wink*

(You seemed lonely in here Lotus, thought I'd butt in :)