Everybody has inherent contradictions in their personality. The minor ones may barely be enough to make us hesitate in a decision. Major ones may lead to internal conflicts that haunt us constantly. Because this is something that is so terribly common in real people, it makes for very strong reactions when I read fiction.
I admit it: whenever I run across a character who appears to have no inherent contradictions, I tend to demote them on a subconscious level. If it's a minor character, I start thinking they're just window dressing. Even if it's a major character, I suddenly find them much less interesting. I hate to say it, but Baron Harkonnen of Dune was like this for me. Bad for bad's sake, ho hum. A being of pure evil is more of a fable-like creature, or devil archetype. I was glad that Sauron never took on human form in The Lord of the Rings, because as a being of pure evil he belonged where he was, offstage, trying to create conflicts in and among all the others.
I remember as a kid playing this game we called "Monsters" but what was really a free-form precursor to live action role-play. Each of us got to make a character, and each of us got one power and one weakness. People who refused to pick a weakness didn't get to play.
Now, I'm not saying every character in a story has to have a "weakness," per se - but contradictions are more complex than that.
Take Nya in Janice Hardy's The Shifter - Nya has a strong sense of family and solid morals, but her greatest power just happens to conflict directly with those morals. Janice turns that contradiction into a fabulous conflict when Nya has to use her power to save her sister.
Rulii in "Cold Words" depends for his social progress on his ability to fight and negotiate. However, neither of these skills will help him if he's ever seen to shiver with cold. He uses molri to stop his shivering - but his addiction to it has adverse effects on his personality, making it harder for him to fight and negotiate. In addition to which, if anyone finds out about his molri addiction, he'll be put to death. The base condition for his success puts him at risk of failure, which leads to more interesting conflicts.
Nekantor in "The Eminence's Match" is an evil ruler, and not just because he was brought up that way. He suffers from obsessive-compulsive disorder, which serves as his own sort of internal contradiction. The disorder makes him endlessly demanding (a typical evil ruler characteristic). It gives him advantageous skills for managing political conflicts, but simultaneously wears him down and makes him vulnerable.
I picked these three characters because each one has a single characteristic which lies at the heart of their internal contradiction - Nya's shifting power, Rulii's drug dependency, and Nekantor's obsessive-compulsive disorder.
There are of course other ways you can approach this - giving a character a backstory which gives them internal conflict, for example. I think immediately of the character of Zuko in Avatar: the Last Airbender, who embodies the conflict between good and evil in part as a result of the conflict he's witnessed between his powerful father and the mother whom he loved best.
Whether good guy or bad guy, main character or subordinate character, your character will gain dimension from inherent contradictions. Keep an eye out for opportunities to develop them, because it will do wonders for your story.