Interesting characters? In what way? Unless you speak of the completely overrated Merchant and Hunk, I always only hear people complain about Ashley and never even mention the bad guys. Personally, I couldn't get into RE4 character-wise: Leon's new attitude made me hate him, I couldn't tell tell the bad guys apart and teneded to mix up Saddler and Salazar due to their names, Hunnigan seemed like a boring secretary at that time and I wasn't really fond of Ada until RE6. So Ashley of all people was actually the only one I liked during my first and only unfinished playthrough.
I'm not saying you're wrong, I'm just wondering what you mean by "interesting characters", especially in comparison to RE5 (which doesn't have the best set of characters for me either, I only like the two mains).
Luis - was an interesting character...He was almost like Johnny Depp (Making his death scene great). And he played a good balance of Comic Relief and Important Story Tool...
Leon - RE4 showed great character development in Leon...I love his new attitude. It's the same as his old, but with that added maturity.
Ada - Was just ok...Never really was a big fan of her...She's just there. Not good not bad.
Hunnigan - Was cool...I like her "I'm not putting up with this pretty boy's sh*t!" attitude towards Leon.
Salazar - I thought was great. He was deranged, and thought he was in control...when really he wasn't.
Saddler - Was a good change for a bad guy. Before, we had only only really had BOW's as end game bad guys, who never really could think for themselves, or had a master plan. I mean...I guess Alexia Ashford was similar to Saddler, but I didn't find her near as cool a character as Saddler. He was almost reminiscent of a Sith Lord.
Merchant - Wasn't over rated. He kind of in a sense is a RE icon...And added a bit of good humor to the game.
Ashley - Was funny, and gave the game purpose. I really don't mind her. She's not the most INTERESTING, but she's not BAD. I like her better than Ada...
Krauser - Created a question as to who he was, and you really wouldn't find out his true character until RE: Darkside Chronicles. Once you play both games, and see his development, he becomes a much more interesting character.