What makes a writer's stories compelling? And if your thinking, "Yeah, you need to find out?"

Keep the cheap shots to yourself! Ok, now that the jokes have been made, what makes a compelling story?

I have always found stories that compel me have believable characters. People that make me want to know about them, how they got there, where are they going...

Whether the character is antagonist or protagonist is not the matter; how do they make the story move? So, who are some of your favorite characters from literature?