This will probably apply more to tabletop role-playing or via something like Skype. When its your turn to role-play your character do you actually try to turn on a special voice to pretend you sound just like how you're character would? Do you thrown in an accent?
You've probably opened this for both players and the Dungeon Master but there is a thread talking about this that I started from before, Voice Over While Dungeon Mastering.