That would be too shallow for me.
Gabranth, he is cool, epic and deep. He has a purpose, he has a conflict, he is deep. I like that in the character.
Auron also had his deep moments, with an added epicness with his awesome voice. <.<
Kefka had his tarnished childhood, and his evil ways of killing people. >8D Poisoning a river FTW!
Tidus... just listen to his monologues through FFX.
Zack was deep, he had honor, embraced his dreams, fought with pride and stood through all the sh*t that constantly came right at him and died a hero with his pride kept untouched
Genesis was all poetry in an awesome way. He had a resolve, a goal in his life that he strived for...
Laguna, he is just epic and always makes me laugh with his ways of behaving... But he is also deep and has a story behind him.
The same goes for the rest, even Vaan. ^_^