Firefly/Serenity, The Avengers
“The process of creating characters is creating differences.” Whedon, Serenity: The Official Visual Companion
(Incidentally, you should all get that book. It has a really comprehensive interview with Joss, and little snipped from the actors and creative teams, loads of notes on music, design, world-building etc, production sketches, concepts and photos, and the whole shooting script. Oh yes.)
How a character connects with others can tell you a lot about how him. Take Mal from Firefly: he seems quite a bitter, miserable loner, but he's chosen to live in close quarters with eight other people. Some of them tell you quite a lot about Mal--we're back in the realm of theme and motif here.
Take his interactions with Kaylee. If Mal was really the bitter loner he's pretending to be, he wouldn't give Kaylee the time of day. But it's impossible to dislike Kaylee: warm, friendly, vulnerable, kind-hearted Kaylee. Only a monster could hate her. And Mal isn't a monster. Mal likes Kaylee. He's capable of softer emotions.
Or how about Zoe? Why does this intelligent, capable woman, who is completely at peace with herself and happy in her marriage, choose to follow Mal to the raggedy edge of the world? Well, she was his second in command during the war. And Mal, who has been abandoned by his cause--although the way he tells it, you'd think it was the other way around--still inspires this loyalty in her. The respect he and Zoe have for each other shows you his honour as a soldier, and how worthy of respect he still is.
Similar things can be said for Shepherd Book, who represents Mal's conscience and the spirituality Mal would like to pretend he doesn't have (belief being quite a big theme in Serenity). But when it comes to River, the tables are turned. River is what Mal is frightened of: the darkness in himself he doesn't want to confront. Mal might think he's a badass, but he's frightened of becoming truly evil (as an aside, look at the similar way River and the Reavers are presented, right down to their names).
Or look at Jayne: he's Mal without these connections. He has little conscience or honour.
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We can also look at The Avengers for an example of how connections between characters tell you more about how they see themselves. For me, the best scenes in the movie are the ones on the ship when the Avengers interact and their egos rub up against each other. This tells you a lot about them: most especially Tony Stark.
Stark gets on really well with Bruce Banner (the Hulk) and has some respect for Thor, but not at all with Steve Rogers (Captain America). Why do you think that is?
Well, what does Stark respect? Intelligence. He's got lots of it. Control. He's learning about that.
What doesn't he like? Authority. The Establishment. Taking orders.
Banner is good at the things Stark likes. Rogers, he's better at the stuff Stark finds it hard to respect. That's why Banner gets invited to come and play at Stark Towers, whereas Rogers gets ridiculed.
An audience member (was it you, Mary Behre?) also pointed out that Stark is a man with Daddy issue--boy howdy does he have them!--and Captain America is his father's creation. Now that's going to be a blow to Stark's ego.
Speaking of ego, notice how after that first big fight, Stark gets on okay with Thor? His ego allows him to think of himself as an equal with someone who is a GOD. That right there tells you most of what you need to know about Tony Stark!