I'd suppose that to stick with a single character; it is important for that character to always grow/evolve/improve personally. A stop in improvement leads to boredom. By improving, I dont mean levels/equipment although that is always fun, I was referring more to social standing or relations improving within the world. And frankly, fun is always proportional with the number of people you interact with/develop relationship. If these interactions become painfully low, boredom sets in and you switch to a new character.
People will usually associate with you if there is a purpose for that association.
For this, you need to have to an ultimate goal that is pretty vague and unreachable. (i.e. escape to the surface, control the world, whatever). If it looks that there is something greater to your character and that it looks like you are striving for something greater than yourself, people will associate with you readily.
Now, let's look what I can do setting my goal to escape to the surface:
Subgoals:
-Pathway to the surface;
-Find funding for supplies for the duration of the travel;
-Prepare myself for the hardship of the journey;
-Get an expedition crew;
Now, with all these subgoals:
- Pathway to the surface:
-Organize expeditions to explore the underdark.
-Exchange services with others in hope of knowledge about the way.
-Pay attention to organization that would give tips of this path.
-Associate with others with similar goal.
- Finding supplies:
-Become a mercenairy to pay for supplies or get information on the Way.
-Become a merchant to become involve in trade with potential race which would have information about the way and acquire gold while doing so.
- Preparation for hardship:
-Meet with warriors and train your style of combat.
-Recruit fellow explorers to try and reach the deepest regions of the underdark.
- Get an expedition crew:
-Recruit people specifically with this thought in mind.
Now, you can associate with the seekers- add up your own touches of style here and there and make this story your own. These goals will make sure you have something to work toward each time you log in, which will ensure you have plenty of people to interact with, which will ensure you stick with your characters.
This is still very generic, you can always add your own style to it by inspiring yourself of historical/fiction events or figures. For example, I just take.. Darwin: Boom, I do a Ranger with the goal above, but that also want to establish a knowledge of the creatures that populate the underdark in order to predict how to bypass them without trouble... study their food, habitat, etc... making my explorer associate potentially with Druids in the future to learn about animals and beasts of the Underdark, faune and flora style.
Now to make it real stylish, I make my build and give it feats and skills that makes sense with that:
Skillfocus: Lore, etc... while still making something that would be decent to travel with.
But yeah, I stress again: Making connections with other characters --> Super important to avoid boredom!