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There's only one rule that really makes characters cool: have the reader/watcher/player learn the rules that the character works by, and then have them watch the character break them
Really? Contributory actions will make the player mondo like them? Huh. Any examples, Sai Brah?
Sure. Star Wars. Luke Skywalker. Whiny bratty kid, then becomes a hero. We learn a lot about the light and the dark side, and he's clearly on the light, then he does worryingly dark side stuff in the 3rd movie (wearing a black cloak, choking guards, slaughtering a bunch of gangsters to rescue one guy)Han Solo. Heartless mercenary. Goes on and on about how he's in it for the money. Signs up with the rebels even though they clearly can't pay him.Jurassic Park. T-Rex is the most fearsome dino in the park, saves the main cast from raptors in the finale.You gotta establish that these characters do what they do because they choose to, regardless of what the audience expects out of them.