Always work on the way they talk. It's the most basic advice that you probably already had in mind, but having been writing most days for years, I know I need reminding sometimes. Having them speak a certain way—e.g. saying "ain't", or something similar—is a diving platform for digging deeper into a realistic character (rather than, unless this suits the character, a snobbish Shakespearean diction). It builds personality. Another thing you can do is come up with your own background for them, but you don't necessarily have to inform the reader of this, so it's a way you can familiarise yourself with a character to then work on dialogue and personality.