Giving my characters some depth

While it may not be possible for most wirters to give all their characters some depth or even notice that they exist, I want to know how I can give that characters that I can care about. I like Evangelion, I like the attention that the characters get even if they may only appear on screen for sometime. In a written work, it may be a different story but how can I give my characters some depth the same way Evangelion does?

First off, it's important to realize that there's no magic wand you can wave to reach the desired result when it comes to writing.

That said, I don't know what you mean. Characters you care about? What, are you writing a story without villains?

Always ask "why". Whenever a character does anything or feels anything, always ask "why would that person do this?"

Then when you have your answer, ask why again: "Why would they come to that conclusion?"

And when you have THAT answer, ask again: "Was it something taught to them or something they learned?"

"From what/whom?"

"Why did that stick?"

As long as you keep questioning everything, you are guaranteed to create depth for your character. The next step is to do research and find out how feasible it is. If it is, then feel proud for having some real-world basis for your character. If it isn't, then start over (or alternatively, figure out what makes your character defy real-world logic.)

It's REALLY stupid, but...go to the mall.

Go to a store. Pretend your characters are there. Let them explore the possibilities.

Seconding the "no magic wand" sentiment.

SoYouWantTo.Make Interesting Characters, right?

AHR has the right idea. The easiest and most realistic way you can make a person is to base it off another. It's not the only way, and it's probably not the best way, but it's definitely a good way to start.

Or base a character off of several other people/characters. Do a bit of X Meets Y, with a moderate distance between X and Y. Explore the possibilities that rise from there.

those are Advanced Concepts man. let's start with baby steps here.