What you need to do, is find something you're passionate about. Make it the basis of your character. Duke for example, is inspired almost entirely from reading Angels & Demons by Dan Brown. I loved that book enough that it inspired just about every aspect of Sebastian Duke.

I agree on the murder running thin thing. Did it, got old quick.

One key to creating a character and a lasting legacy with that character, is a slow evolution. Allow him (or her) to evolve at a slow pace. There is no reason you would have to divulge every aspect of a said character within a week or a month or even a year. In my own case, I'm continuing to evolve Duke every time I roleplay. For instance, when I first started with Duke he was very cold and docile, stoic even. As time goes on he's revealed that he is a human being and he does have human emotion like love and pain. Even smatterings of a sense of humor, if not a dry one. Reveal bits and pieces of the very fabric of that characters being here and there.

Like Roddy Piper says: Just when you think you got all the answers, I change the question.