Creating the more complex round characters takes time -- time spent thinking about how your characters look, where they're from, and what motivates them, for instance.
Writing a character sketch is an excellent way to aid the development of your writing - here's a look at how to go about sketching your characters.
When you get an idea for a short story or a novel you probably get the basic idea of the characters with it. But in order to build believable characters you need more than just a basic idea of them. You need to really them.