I like my characters. A lot. And when certain ones start reappearing in more than a few of my short stories, I get to know them better with every tale I write.
Take Mercer the coyote (smuggler), for example. I've written maybe half a dozen stories about him, and two have been published so far. The first was "Soul Smuggler" in December 2010's Flash Me Magazine (reprinted this week @ Bent Masses). Then came "The Second Option" in July 2011's Bard's and Sages (reprinted later this year in the Bardic Tales and Sage Advice anthology, thanks to a certain readers' poll).
I had an idea who Mercer was when I wrote "Soul Smuggler", but I didn't know enough. "The Second Option" helped me understand his antagonistic relationship with the priest, Father Thomas, and it also fleshed out some of Mercer's backstory; but there was still more I wanted (and needed) to know about him.
So I wrote "Abomination of Desolation", which will be appearing @ The Red Penny Papers this June. In it, I tried to show the lengths Father Thomas is willing to go in his battle to rid the earth of Mercer and his kind. A couple months later, I wrote "Mercer's Ghost" (appearing in Big Pulp later this summer) and set it over a hundred years prior to the Mercer tales I'd written previously. Doing so really opened up my world-building possibilities for this character:
He's alive in the here and now, and he was also alive in the Old West? He's what—over two thousand years old? You mean, I could write about him in virtually any setting since the time of Christ?
I don't know yet if there's a novel in Mercer's future, but I'm sure there will be plenty more stories to tell.