I am the same as you: I develop my characters' personalities as I go, deciding how they should act in certain situations when they occur. While this is useful up to a certain point, it is also, like you said, a hindrance after a while.
To me, you have this "mature as a writer" thing a bit backwards. Most people go the other way by starting with characters and ending with plot... BUT, I like the fact that you noticed that you are dissatisfied with your writing and are looking to improve yourself. The only thing I can really tell you is to get some experience.
Unfortunately, in order to develop a character, you need a basic plot (at the very least) that you would shape around your characters instead of the other way around. Probably the best practice (if you do Roleplay) is to do a one on one with someone where you guys discuss and plan events outside of the thread so that you can build on the character as you go without shaping it around the plot (because YOU control the plot since it's a one on one). After deciding on the main aspects of a character's personality (like whether they're short-tempered, have a morbid fear of the dark, fall in love easily, etc.) and basic outline for a background (something that you can mold and manipulate without being confined), THEN go to the next stage and choose less important flaws, quirks, traits, and likes and dislikes. Once you have essentially thought up the vague outline of how you want him or her to be, go really in-dept with how their personality will be (See Saffron Bunny's post for reference, but you should really come up with your own points of importance to make a character live up to your expectations).
Back to the RPing advice. While going through the one on one, bring up ideas for events outside of the thread so that you can create a situation where you know exactly what will happen, and you will have time to think about how your new character will act based on the complex (or not so complex) personality that you've just created. After doing this for a while, you will get used to it you will be able to apply it to public RPs without planning ahead.
I went through the same thing. If you want an example, PM me.
BUT, if this isn't about roleplaying, I would suggest starting by thinking of all of the traits that you wish you had (not to be offensive) and choose a few that you think would make a good character. (I used to create the person that I wished I could be.) I see this as the easiest way to start off because you know yourself the best. You know best how you react in situations, how you WISH you reacted in situations (even fictional ones. We all fantasize XD), and how you think in certain situations. BUT, don't forget to give them flaws because flaws are often the most interesting parts of characters. After you develop a persona, try to build on it by adding background (I usually just mix the backgrounds up and change my characters to fit). The most important thing about any character is that you HAVE to stick to their flaws, fears, quirks, etc. For instance, in one of my old RPs dealing with Greek Mythology (leave me alone XD) one of my characters, Kyra, developed a morbid fear of hellhounds because she almost got eaten by one (yes, I know, no comments on the goofiness of it). Well, we had four or five of this particular RP where my character grew up with every new chapter (cause I don't feel like saying RP). In the last one, they went to the Underworld to save her best friend from Tartarus (LONG STORY). While they were down there, they ran into Cerberus and Kyra nearly died of a heart attack even though she had bathed in the River Styx and become an Achillian. BUT I DIGRESS! To be honest, Kyra is my first character and the basis for this advice. That is how I grew to be the writer I am today.
All I can tell you, really, is that you have to figure this out for yourself by experimenting, practicing, and keeping an open mind.