Though I don't RP, all of my alliance characters have their own personalities. I like having a sense of who my characters are on their own.
In order of conception/creation:
Kalliope (Night Elf hunter) - Named for the Greek mythological Muse of Heroic Poetry (the K is an alternate spelling), Kalliope set the bar for my Night Elf naming scheme. All of her pets and mounts are named for Greek mythological figures, with a couple of exceptions; the only one who still remains with Kalli is her white polar bear Mist, who was named for a Norse valkyrie to remain in keeping with her vrykul backstory. Kalli is strong-willed and has a definite soft spot for animals of all sorts, but especially bears. She is generally willing to volunteer aid to others, but goes through periods of withdrawal where she would prefer only the company of her pets. Kalliope is often struck by bouts of wanderlust and is always looking for the next big adventure.
Ballari (Gnome rogue) - Ballari is Sanskrit for "walking quietly." I've always seen her as a bit of a scamp, since she has a chip on her shoulder about not being taken seriously as a rogue (both because of her stature and her rather pleasant face), which has made her rather sarcastic and cranky. Her name's meaning stands as a marked contrast to her movements now, since she took up engineering and has been less inclined to walk quietly for a long time. Ballari's fascination with mechanical devices has prompted her to turn her nose up at quieter mounts and has occasionally caused her to wander around in the open stealthed, but with her pet yeti at her side, a sign of pure rogue cheek. However, such moments are rare, as Ballari usually opts to travel alone and undetected - and not just for the usual roguish reasons; she just doesn't like people for the most part.
Aisling (Dwarf priest) - Aisling (ash-LEEN) is Irish for "vision" or "dream," but I actually chose the name for her based on a friend's personality and online handle. Like her namesake, Aisling is solid and unwavering in her beliefs, a commanding presence regardless of her stature. She is also soft (and silly) enough to cart around Mr. Wiggles as her constant companion, but still manages to do so in a somewhat dignified manner. She has a big heart, but will sternly draw the line for the best interests of all when necessary. She is a fierce ally, but an even fiercer enemy, so it is wise not to cross her.
Zabrina (Human mage) - Zabrina is technically "the Latin name of the River Severn in England," but as I recall, I chose the name because it was like Sabrina with a more exotic flair. Zabrina has always been my ice princess, being withdrawn from people and keeping to herself with a bit of a superiority complex. However, as she has been forced to hang around friendlier people, "Zabbie," as she was once called, has softened a bit and shown her roots as a humble girl from Westfall with her pet chicken in tow.
Tryphena (Night Elf druid) - Tryphena is Greek for "delicate," but Tryphena herself has never been a pushover. Try has always been more fine-featured than Kalli and carries a special grace with her, even in bear form. Tryphena has gone through a number of outward appearances as she has gone through all the various druid specs, but she has always remained very in tune with her natural surroundings. She is most comfortable in animal forms, especially cat form, preferring to hide her true self from the world. Tryphena is very loyal to her charges and will always do what she can to help save others, even (especially) if it requires doing something cross-spec. As a youth, she guarded her allies by engaging enemies toe to toe, but as time has gone by, her true gentle nature has drawn her further back behind the lines as both a tree and an owl.
Bryndis (Draenei warrior) - Bryndis is Scandanavian for "of strong armor." She has always been of the "Bryndis smash!" mentality, though it wasn't until later in life that she chose to strap on a shield and bash enemies with that instead. Always on the front lines, Bryndis dedicates herself to protecting those in need - which basically comes down to "everyone else." She has always been met with mild disapproval from her fellow draenei, never quite fitting in. This never bothers her, though; she's always ready to plunge into the next group of enemies with a huge grin on her face, regardless of whether anyone has her back.
Nalanie (Draenei paladin) - Nalanie is Hawaiian for "Heavens," a fitting origin for one who reached Azeroth from above. Like most of her kind, Nalanie's destiny changed on the day the Exodar crashed. She knew that she was to dedicate herself to the Light, but this strange new world did not seem to have a place for her. Nalanie did the best she could, training and improving herself in the shadow of Azeroth's human champions. Eventually, her hard work and honest dedication earned her official recognition and she was accepted into the ranks of the other paladins after she bravely rescued her new noble steed from the darkness. Nalanie, finally feeling complete for the first time in her life, now fights the good fight on the front lines, wherever they may be. Her calm, serene demeanor is usually quite a contrast to the hell that surrounds her, but nothing will stop her from seeing justice done.
Renatka (Human death knight) - Renatka is Latin for "reborn." She took this name herself after regaining consciousness as a death knight in servitude to the Lich King. Renatka remembered nothing of her past and swore revenge on Arthas for destroying her memories and her life. She found a connection with Keristraza of the Wyrmrest Accord, dedicating herself to their cause. Renatka was broken seeing her companion, who was like a sister to her, fall to the wrath of Malygos. Bitter, hollow, and lost, Renatka wandered Azeroth, searching for meaning in her undeath and finding none until after the gates of Gilneas cracked. Only then did she discover that she was not alone in the world - her twin sister, Marzella, survived.
Adamina (Dwarf shaman) - Adamina is Hebrew for "of the Earth," which is appropriate for one who is attuned with the elements. While her older sister Aisling embraced the Light, Mina was drawn to the call of the earth, where she could really get her hands dirty in the trenches. Hotheaded and strong-willed, Mina often wandered far from home, spending much of her youth among the humans. Devestated when King Magni was turned to stone, she returned home and threw herself full force into her training to avenge him. Though far less experienced than her sister, Mina soon found herself healing the wounded on the front lines. This journey brought the sisters closer together than they had been before; though they still have very different viewpoints, they understand each other better.
Marzella (Worgen warlock) - Marzella is a feminine diminutive of the Latin name Marcus. Born in Northshire, she grew up in her mother's home of Gilneas, remaining out of touch with the rest of the world until recently. Zella turned to the dark arts when her mother was killed by worgen, swearing vengeance on the ones that did the deed. In a bitter twist of fate, she was turned into one herself, but was able to retain her mind via alchemic drugs. Caught between her reserved, calculating nature as a necromancer and her new feral instincts, Zella no longer knew where she belonged. While visiting her father's grave in Duskwood, Marzella found that she was not alone in the world - she had a twin sister she never knew about: Renatka. The sisters support each other, filling in the gaps in their twin's life.
And those are my main ladies.

I haven't really felt compelled to develop my horde characters; they just sort of...exist.