OK... I have some real issues here. I feel like there are characters that could really have been taken advantage of to further the Star Wars story. I'm going to do a series of blogs on what I consider Missed Opportunities.

Do you ever feel like some characters are just thrown into the movies to accomplish a specific plot point? (Zam Wesell, for example) Other characters could have accomplished what this character was used for.

Aurra Sing is my current Missed Opportunity. She showed up in Episode I and got everyone interested. She was used in comics to great effect as the "Jedi Hunter", a very formidable jedi padawan turned bounty hunter. She was angry with her teacher, the Dark Woman (An'ya Kuro), and was eventually bested by Aayla Secura and imprisoned. She even makes an appearance in later continuity, but why not in Episode II or III?
There was some buzz which had her being involved in Episode II. It seems that her role went instead to Zam Wesell. Perhaps it was because they wanted to kill off the bounty hunter, make Obi Wan chase Jango a little longer, and let Aurra continue to be used in EU material. In my opinion, she could have been used in the Sly Moore role. Sly Moore does nothing but float around in Episode II and III looking mysterious. Aurra and Sly are very similar looking (heck... Assaj Ventress is the triplet of these two)
Putting Aurra in the Sly Moore role would have stopped Aurra from being used in the comics as surely several Jedi would have recognized her (if not her force) if she was that close to Palpatine, but It would have been fun to see her get a little action in a movie. It certainly would have changed movie or EU plot lines.
I think Star Wars does a good job of fleshing out characters in EU materials. I love the Republic Comics... if you haven't read them, you should. I just think that there tends to be a lot of opportunities to blend stories together instead of just creating a new character. It is a crazy big universe as it is.