The most important part is to keep the reader interested and that is done by keeping him guessing, though there has to be a balance of being secretive and telling the story. End chapters with just the hint of what could happen, never reveal the master plan till the very end.
The rest is the usual stuff. A somewhat likeable character, if he cant be likeable make sure that you communicate a good reason why he isnt likeable. Also, whatever he does, he must be good at. If hes a detective, he can solve every case, if hes a doctor, he can heal every patient and so forth, though he has to struggle for the solution. Only the menial stuff should come easy. Dont turn him into a Mary Sue, give him flaws that wont upset the reader too much, maybe quirks, an addiction, a dark past...anything to make him more human.
This also applies to the antagonist, and even though he tendencially is not likeable (once identified as the antagonist) he still must have his reasons why he is doing what he is doing. If he is just evil incarnated it makes him one dimensional which is boring.
Dont rely too much on deus ex machina or similar plot devices that conveniently rescue a character out of a tough situation.
The characters (and plot for that matter) should be coherent and situations where they act out of character should be due to heavy circumstancial pressure.
One thing that usually is underestimated is this simple advice:
Only tell plot relevant things. This can of course be a longshot, but if it does not improve the plot, scrap it.
If its centered on a single character, give him a sidekick. Its best when there is (at least some) tension, everything going too smoothly between them is not interesting.
If you are fairly versed in the human psyche you can also try to elaborate on the more detailed reasons for your characters moodswings that they themselves are only vaguely (if at all) aware of.
Most stories start in some sort of safe haven, where the protagonist is usually a somewhat respected person renowned for whatever he does. Circumstances bring him to leave that place and start the adventure.
Well, thats all I got out of the top of my head.