Make his backstory intricate and multi-dimensional. Ask all those typical character developing questions, and then go one step deeper. Your hero must have specific beliefs that control how he lives his life. His beliefs may make him patriotic, stubborn, adventurous or seemingly cold. His beliefs make him a complex individual.
Values are less specific than beliefs.
They include love, success, freedom, security, power, adventure. Values are things he wants, in varying amounts, with varying priorities. There are some negative values, too, such as rejection, frustration, failure. These he tries to avoid. Create a set of beliefs and values for your hero, then delve into his motivation.