As with everyone else here, I try to utilise the established characters only in passing. This, for a couple of reasons: I try to focus on my own creations and contribute something new, and because I have an inherent aversion to stepping on the creative toes of the original authors. Thechosenone is a notable exception, but the stuff he writes is some pretty awesome (intentionally) alternative perspectives.
For myself, I have been writing a few short stories about a character I call Colonel Aries, Ace of Rams:
http://www.wyrd-games.net/showthread.php?25015-Colonel-Aries-Ace-of-Rams
Colonel Jefferson Barlow Aries (retired) was a cavalry officer in the American Civil War - the history and events of which I have modified rather liberally. Colonel Aries is in his early fifties, he stands six-and-a-half feet tall with a broad chest and shoulders. His iron-coloured hair is well cut in a short and military style, in direct contrast to his prodigious muttonchops and mustache. The colonel's left eye is a piercing pale blue, but his right eye is even more striking. It is a false eye, an orb of black and set with a faceted soulstone the same colour as his natural eye. There's some fun details in the stories as to the hows and whys of the colonel's false eye.
His standard garb includes a Confederate cavalry Stetson with gold braiding, in the same grey as his double-breasted wool greatcoat. He usually carries a polished hickory swagger stick that is capped with steel at both ends, and wears stout black knee-high boots with thick steel buckles and jangling spurs.
His personality isn't always archetypal: Colonel Aries is a consummate Southern gentleman from Georgia and comes from a family that has been wealthy for a long time. In fact, he is directly descended from one of those "powerful practitioners of magic" that opened the first Breach (and was also trapped and lost when that Breach closed). The colonel is also a bloodthirsty man, taking a barbarian glee in the whirling chaos of battle and in pointing his overlarge revolver at the face of death.
I'm still developing Colonel Aries' back story in bits and nibbles, though I have been ridiculously busy of late and negligent in my duties to read and write feedback to my fellow storytellers here. That will change, gentlemen, I promise!
I've also added a few more minor characters: Jamish, the colonel's talented personal chef; Nathaniel Jefferson Aries, the colonel's son; and Hamilton Pepper, former officer in the 1st Charleston Guard back Earth-side and currently the senior Guild Guard Captain.