My biggest piece of advice works for any system, but is especially delicious for storytelling systems like WW and Exalted.

Work with the DM.

No, really.

I cannot tell you how many times I have helped a DM who was just creating a campaign flesh things out by asking to tie my character into the story.

In one case, my recently minted vampire had the highest level blood rank you could buy in normal play (I might have even bought a special advantage for a bit higher). And yet, at the same time, she was a Catiff. No one knew her parentage, and at the same time, she had several strong powers from multiple different domains... and her first blood frenzy was so traumatizing, that she had amnesia... so no one, including her, knew her origins. She also already had more raw power than several vampires alive for over a century.

What's more, when it came to her attitudes, and her natural (non-bloodline / skill) abilities, she could fit easily into multiple clans. Our local Malkavian and I had a conversation that confused EVERYONE (including the players involved), and yet also made huge amounts of sense in that 'listening to the wisdom of the mad' way, and yet the first time she spoke like that, was in response to a malkavian. "... She speaks MALKIE!" was the Malkie's responce when he realized what was going on.

She also had several powers (claws, night vision, fortitude) typical of a Gangrel, and preferred being close to nature, and having time outside.

She came inside, every morning, burned, from staring at the sun rise.

And, most special and most strange and most haunting to the Toreodors... was that she could still create. Not a hollow imitation of the art that had escaped those artists turned by the Toreodors in an effort to 'preserve' their power, which had also, somehow, broken it. No, she created beautiful, inspirational, original works. For example, she took scrap metal from -her- junkyard (territorial, a bit) and twisted and scoured and scraped and changed them into strange shapes, compelling to a Malkavian, that would reflect, refract, and play off the auras of those around her (she had aura sight).

By all rights, she would likely have been dead very quickly due to all of the chaos and social upheaval her very existence engendered in the local Camarillan sect... were it not for the fact that the prince of the city adopted her personally, and that the most powerful ghoul in the city fell deeply in love with her.

It turns out, she looked exactly like the long lost love of the Prince, from centuries ago, who had been distroyed by an Anti-diluvian.

Also, it turns out my character unknowingly, somehow, had an addiction to the blood of humans who had sampled black tar, and that part of the reason for her Amnesia was due to the Prince having mind-wiped her repeatedly, due to this addiction having destroyed her over and over again before his eyes.

:P I broke the limit on disadvantages, and would have taken them even if the DM hadn't let me take the extra points. I wanted the disadvantages more than I wanted the advantages, in some cases.

I found out later that the DM originally had wanted to run VtM, but had been wracking her brain for a plot, when I started discussing my character with her. The DM made my character the plot. :P

I have, in many games, wound up having my character's personal background, flaws, goals, etc, help to define the nature and tone of the game, because I built the character so strongly around a concept and around being goal oriented, that other characters with no goals wound up swept up in some of that momentum. What gets really fun is when you have -several- characters who get wound into the story of the game.