I think that if you get too close to the character, if you do too much historical research, you may find yourself defending your view of a character against the author's view, and I think that's terribly dangerous.
It's much more a matter of playing the characters as they were written by the authors, because of the liberties that have been taken with pretty much all of them. They've all been distorted in one way or another, because the authors have hardly stuck to the facts.