I think one of the most important aspects of creating memorable characters is working on the quirks and intricacies that make human experience such a delightful grab-bag. I'm reading a couple of novels right now that score big points in this category.
Hurricane Punch, by Tim Dorsey, stars Serge Storms, a character whose insatiable thirst for all things Florida is really an endearing trait. But I love how Dorsey introduces us to Serge. In every novel (hell, in every new scene) Serge is indulging his love of Florida and applying it to the project of the day (whether he's writing a screenplay, conducting a tour of dive bars or killing a group of frat boys that littered in the Sunshine State). Dorsey's a gifted writer, and he's done a great job of keeping character first as he sculpts his prose.
Ron Goulart's After Things Fell Apart is an interesting read. A 189-page post-apocalyptic tale described as "a rousing satire on tomorrow," this one includes a long list of secondary players whose quirks are outlined in snippets of prose that don't advance the plot but comment on character.
Consider this example:
He laughed, reaching to the bib pocket of his overalls. "I plumb forgot, Jim, you're on the other side. Law and order. I'll tell you for true, Jim, that there Private I outfit of yours would look a lot sharper if you had started it off on a more selective basis." He slid a harmonica out of his pocket and blew into it once.
That final detail, short and sweet, does a great job of coloring our view of old-timer Clem Furrsey.
So it's a simple point based on a simple observation: clear and memorable characterization is a product of incorporating regular, accessible behaviors.
That's not to say that there's not a place for sweeping, extended paragraphs of character exposition. There is. But I think as writers (and more specifically, close readers), we often overlook the art in the simplest descriptions that say so much in a short space.
Here's another market for those of you looking to place your short fiction: Down in the Cellar.