Well for one thing I talk with the director and try to get all the info/backstory on the character I can. Read other plays by the playright to see if their are any other character's he rights that have simmilar characteristics (works REALLY well for anything by Tennesse Williams lol).
Recently my school did Spoon River Anthology so everyone played at least 5 characters...wow! At one point I had to play an old man who got so mad he had an anurism(sp? I meant the thing where you pop a blood vessel in your brain lol), run off stage, change costumes, and become a doctor who was a gentel soul that fell madly in love with a black woman...all in 5 minutes. For that, as I was changing, I would clear my head, re-center myself, then go into the mindset of a lover.
I also LOVE to be in character all performance day, and especially backstage (works like a charm in my opinion

).