What Amberion said about role stuff. Know why your character does what he does. Be able to think spontaneously about how he would or wouldn't act in a hypothetical situation you may not have considered yet.
As for imms, the biggest thing is to pick someone who's actually active and whose times roughly coincide with your own. Then be a good follower. Preach to people you're grouped with (within reason). Pray once per session, but probably no more than 3-4 times per day. Kill people who are enemies of your deity, cabal, race, etc.