Hmmm, well so far is pretty much what I expected.  I suppose for myself, as someone with a little of an acting background, I actually enjoy the challenge of trying to be [i]in character[/i].  Generally I can do enough research and get pretty close to how a character would act, though probably the biggest problem comes from other people's expectations of that character.  You may be super close to the original writer of that character's thought process but fans tend to have a wide range of ideas of exactly how that character would react to a certain situation.

From my experience doing it, though I haven't tried a canon character in a long time, it does take a lot more work to effectively pull off though when done right can be quite fun.  I've been kind of wanting to try a canon character again recently but since most people aren't comfortable with that I usually just go the OC route.