30 Rock, Liz Lemon, works so well.
In comedy there are two basic types of characters: the straight man, who reacts to everybody else, and the wacky one, who gets to do ridiculous things. Liz Lemon is both, depending on who else is in the scene with her. For example, when she's in boss mode and has to corral the talent on the show-within-the-show, she's often exasperated and deadpan, but when she's in employee mode and heads upstairs to Jack Donaghy's (Alec Baldwin) office in the corporate arena, she's a bundle of quirks and physical comedy. She's three-dimensional but never contradictory.
Nobody is just "one thing" and I think viewers relate easily to Liz because A) we all think of ourselves as weird or nerdy and B) we also think other people can be worse.
Do your characters change when they interact with different people? Does their language and behavior reflect the differences?