The first step that I take with any character is to immerse myself in the character. I find that until I can find the character's 'voice' and they become real to me, I'm not able to visualize the character, and they remain flat on the paper..
First, I make sure that I describe the character as more than just race and height and weight. What affectations to they have? Any birthmarks, scars, or unique physical characteristics?
Second, the character's attitude is important. Characterizing what they would do in situations helps to define the baseline for the character, as does what they find important, or repulsive. Some games have mechanics for this process, but it helps to do it even if the game doesn't force it.
Short stories before the events of the game also make a big difference in helping to refine the character. You get a bit of what this gives playing them in game, but I find that this gives a head start, reducing the amount of time it takes to get the character.
All of this helps to give a weight to the character, and make their actions more than just dice rolls. The next thing is to put it into action. Add little details first, and flesh them out as the situation occurs again and again. As more details are added, try to engage not just the senses, but the character's intent. The first time it might be something as simple as saying "He parries the attack on the leading edge of his blade," as you roll the dice. Next time you might add a sound to it, i.e. "Their weapons ring with the contact as he parries the attack on the leading edge of his blade."
Then start adding intent and flavor based on the character. Is he aggressive?
"Conscious of his next move, he parries the attack on the leading edge
of his blade, pressing towards his opponent as their weapons ring with
the impact."
Is he more defensive?
"Fending off his opponent, he parries the attack on the leading edge
of his blade, trying to move his enemies weapon out of line as their
weapons ring with the impact."
To add these details, I find that I have to be immersed, know the character, and picture what he's doing in my mind to be able to add the little flourishes that change the action from an exercise in dice rolling and number crunching to an activity that engages the others around the table. Yes, acting both in word and in action helps. But these little touches help more I've found. And I see the difference when I have done these things versus when I haven't.