As much as a GM finds it still an absolute necessity to have a well stocked and organized binder I find that players often skip the fact that they will accumulate paperwork, albeit not to the degree of a Game Master, but it's great when you can have your material organized, have pockets to insert play aids into and a even placing an image in the 'view' sleeve of the front of the binder.
Playing a Barbarian and want Conan as your icon? Do it!
My style has never been one to dress the part of the character or act to far into the characters but if players like it go with it. For those not into the CosPlay style a well painted miniature is great for displaying the uniqueness of their character.
Even voice inflection can distinguish a character. I rarely take on the vocal aspect unless it is vital to the NPC such as Orcs or other humanoid races or 'Yoda Speak' if you are dealing with creatures who are alien or have 'Common' as a second language.
Play what you are comfortable with.
And build that binder. It will be an asset in no time.