I, in general, have no problem with thinking a character up within given limits. Thus, I rarely feel a dissonance between what I want to play and what I can play - I know what I can play and work within this area. For this reason, I need to know at least a little about the setting, about general themes of the campaign, about mechanical options available and about party composition before I start thinking about my character.
During the prcess of character creation I usually oscillate between fluff and crunch. I start with a concept, a few-word description. I add a few details, maybe some events from character's past. Then I create some appropriate mechanical aspects and go bact top the fluff, to find their reasons and consequences. I repeat the process a few times, until the crunch and fluff fit.
After the character is created, and even more after playing a few sessions, I become strongly attached to him. Not in the "I will be angry if he dies" way. More like "I will rather have him die or leave the party and create a new character, than change him in a way I don't like, especially for any out-of-game reason". That is why I hate when the game mechanics work differently in game than it seemed to work by reading the book, or when GM changes some previously defined aspects of the setting.
On the other hand, when I