One thing that fascinates me about stories is the way characters learn and grow through the course of the story, or in the case of villains or tragic characters, they fail to do so. In my current WIP, I'm dealing with a heroine who is a rather unpleasant young woman--spoiled rotten, self-indulgent, and selfish. She's a capital B-Bitch.
The biggest challenge for me comes from portraying her early on, displaying all these traits, without losing the reader. I don't want her to be wholly unlikable, or worse--unrelatable. But I also don't want her making a complete 180 in personality, either. She's a bitch, and I kinda like her that way. But I know her. The rest of you don't, so I have to convince you to stick with her, and that's where her values come in. Values differ from behavior, and behavior doesn't always reflect values. My character doesn't think twice about dropping eighty thousand credits on a dress, or of pitching a temper tantrum by a pedestrian accident. She's rude, selfish, and has no self-control when it comes to designer recreational pharmaceuticals.
My princess may be a spoiled brat, and most readers are going to want to slap her upside the head, but she has one redeeming value that's apparent early on and remains consistent throughout the story - she loves her brother. And in spite of her Paris-Hilton behavior, that's something that people can identify with.
Characters, no matter what setting or situation, have values, and those values are keys to sympathy and commonality with the reader. Think about your favorite heroines. Chances are, if they really resonated with you, it's got something to do with one or more of their core values being something you can relate to. I'll give you a f'rinstance from a recent movie. In the movie "Happy Feet," (hey, I've got young kids. If it doesn't have a talking animal in it, chances are I won't see it for a few more years) the main character is a penguin who tap dances, when every other penguin around him sings. What resonated with me (besides the "cute anthropomorphic animal" bit) was the character of the oddball penguin's mother. She defended her son no matter what--defying her elders and her husband, and celebrating her chick's uniqueness. It's a relatively minor facet of the overall theme of the movie (but consistent with the "be yourself" moral), but it resonated with me because I'm a mom, and no matter how weird my kids turn out, I will support them, defend them, and celebrate them. I can relate to an anthropomorphic singing penguin because she and I share the same value of loving our children unconditionally.
Now if those writers can make me relate to a singing penguin, then I should have little problem getting readers to sympathize with a character who at least shares their species, eh?