I always make a male and female character and give them the same name from my other games if possible (I gave them personality/backstories in my head, dont ask). And sometimes I make multiple characters from different classes, species, races, skin colors etc. and if I feel creative, their back story/bio. Helps if one is a creative person that likes to write stories.
I used to kick so much ass in SF2 using Chun Li and only using the middle kick. If I was in a bad mood id throw in the flying kick-middle punch-low kick combo just to be an asshole