I don't do this with every character, but they do sometimes whisper their dirty little secrets to me in the night....
I also automatically place my chars into one of the four personality quadrants. Yeah, I've possibly had too much therapy <img border=0 src="http://www.ezboard.com/images/emoticons/tongue.gif" />
I love this - I'm fairly new to fiction writing, but I do this also. I wonder if a colorful past (of the writer) doesn't make for more colorful character creation?