The first thing I do is think about which part of the map I want my character to be based and use that to develop some part of who they are, for example if it was an active gang area, the character would at least be affected by being from a part of town that has that kind of activity in it. Another part of it could be finding mannerisms that you observe people have in real life, and using that for the character. Are they introverted/extroverted? Do they smoke? etc. All of this will factor in to your characters behavior, and using those behaviors will often spark a reaction from other players. Make sure they have flaws too, because nobody is truly ever going to be perfect, and roleplaying flaws will help you develop your character in so many ways.
Another part of it, for me, is having an idea for direction I want moving forward with the character. Based on their personality and upbringing, are they likely to be tied up in some sort of illegal activity? Or are they going to live a legal lifestyle?
The most important part though, is accurately depicting it. For example, wealth. A character from an area that makes less-than-average income will not have any luxurious vehicles, a large house, or anything like that. RPing your character's wealth accurately is very important.