It depends on the game and character. If it's mainline the character development is decently sparse as there's only a hand full of lines between stages or at bosses. There's also a limited amount of appearances for characters outside of the game they were introduced in so I would say overall there's not much characterization for any of the characters that only appear in one game. So Patchouli who has appeared in 6 mainline games and 5 spinoffs probably has a decent amount of character. I've not played them all so I can't really say much more then that.