WHAT ALL CHARACTERS WANT...

1. To be portrayed fairly (more below).
   
2. To have really good lines!
   
3. To not be one dimensional.  Even villains should have good reasons for being the way they are.
   
4. An ending to their story which is appropriate (and ideally merited).
   
5. To have the capacity to live on in other books and stories because they catch the imagination well enough.  (To begin with the author has to be convinced by them!).
   
6. To have the capacity to develop further.  This is particularly true for series books.  My own favourite here is Sam Vimes of Terry Pratchett's Discworld series.  The development of this character over several novels is masterful.
   
7. To be memorable, whether they're in a short story or longer work, and for the right reasons (even if some of those are villainous reasons).
   
8. For their method of speech to be appropriate to their background and education and to not sound the same as every other character in your story.
   
9. To have depth (intellectual, emotional etc).  To be capable of developing relationships (romantic or otherwise).  Basically to have their own well rounded lives.
   
10. To make their own mistakes.  It is their story after all.