Create a really interesting, complex person that you want to know more about, and take her on a journey that is rich and fulfilling and that has an end that is perfectly fulfilling, and that has an end that is perfect for that character, and the audience will love it.
The one thing you can do that the audience can't do - all those smart people online in the chat rooms can't do - is deliver a satisfying emotional journey for a human being, for a character.
The primary reason people watch television is you want to see the world through somebody else's eyes, and learn what that's like. You can only live one life, and so you get to see other lives through these characters.
The challenge is creating a character that's rich and interesting to warrant following for a number of years.