Fairly deep I'd say though I bet not as far into it as some.
I unequip weapons in towns.
Have my character eat at least twice a day.
Take a bath at least once every 2 days.
No fast travel aside from carriages and only then if that character would take a carriage.
Rest at night unless they are night owls.
Only do quests I think they would find interesting.
Only hang out with people I think they would enjoy being with.
Only own homes I think suit their personality.
Now... it seems weird to say but I let them develope in their own paths once I have some ideas in mind. Some character become boring, while others just seem to breath life into the RP and immersive things I couldn't have predicted seem to happen.