I haven't gotten enough into JC2 to answer that question, but you just gave me another reason to play the game.
Um ... characters in JC3 ... well Mario gets developed. You get to see him dancing to a boom box. And he sends you to steal a scooter from some girl he doesn't like. ... There's an announcer on the radio that crows about your victories. ... There are some silly characters added with the DLCs. ... And Sheldon. ... But mostly I didn't notice the characters.