All's Well That Ends Well
A couple of the characters' names help to define their roles in the play. Diana, for instance, seems to be named for Diana, goddess of chastity, emphasizing the fact that she's a virgin and remains that way throughout the play, despite the sexual advances of Bertram. Paroles' name means “words,” which is definitely fitting: Paroles always has something to say, but never actually puts his money where his mouth is.
You also may have noticed that Helen shares the name of the woman who's often accused of having started the Trojan War (that would be Helen of Troy, who hooked up with Paris). Lavatch reminds us of this connection when he sings a song about Helen of Troy after the Countess asks him to fetch our Helen (1.3.11). When you think about it, though, it doesn't actually make sense to compare Shakespeare's Helen to a famous cheater. For better or worse, Helen is completely devoted to her husband. If anything, Lavatch's silly attempt to compare Helen to a promiscuous woman only emphasizes her fidelity to Bertram.
What Other Characters Say About Them
We can learn a lot from what figures in this play have to say about their fellow characters. (Basically, listening to gossip pays off in this play because, sometimes, the characters' actions can be pretty confusing.) Let's compare what we hear about Helen and Paroles. From the get-go, we hear that Paroles is a "liar" and a "coward" (1.1.2) and everyone in the play seems to blame him for Bertram's bad behavior. (Bertram is the only one who can't see Paroles for what he truly is, which says a whole lot about Bertram's character.)
Helen, on the other hand, is always getting props from her fellow characters. Every time we turn around, someone is talking about how she's so good, honest, and moral. At one point, the king spends 28 lines talking about how Helen is "young, wise, fair" and full of "virtue" (2.3.7). What's interesting is that Bertram (who thinks snaky Paroles is awesome) is the only person who doesn't seem to recognize how great Helen is. This lack of insight again emphasizes Bertram's poor judgment.
Sex and Love
Shakespeare spends a lot of time developing his characters' sex lives, so we can definitely find some major character clues by diving into all the juicy details. In general, sexual appetite seems to be a sign of youth, vitality, and good physical health. For example, when the old king is sick, the guy has to be carried around on a chair by his servants while his friend Lafeu cracks jokes about how he can't maintain an erection (2.1.2-5). Once he's cured, though, we see him dancing with Helen acting like a frisky and flirty old man (2.3).
In some cases, a character's sexual appetite can tell us a lot about their morals and values. Helen is completely chaste before marriage, which is Shakespeare's way of telling us that she's a good girl and worthy of being our heroine. At the same time, she's also a pretty sexual person. She's in love with Bertram and she's unapologetic about wanting to sleep with him (after she marries him, of course). In fact, she has a pretty blunt conversation with Paroles about how girls should go about losing their virginity (1.1.5).
Still, Helen tricks her husband into having sex with her, which seems a little shady to a lot of modern audiences. The thing is, Shakespeare's original audience may not have thought this was a big deal. The sixteenth and seventeenth centuries are chock full of literature about wives pulling bed tricks on their wayward husbands as a way to preserve their marriages. We could argue, then, that Helen's weird sexual encounter with Bertram is a sign that she's a good wife. (Feel free to argue against this.)
When it comes to sex, Bertram is an interesting case. He refuses to sleep with his wife (Helen) and is more than willing to cheat on her with Diana. The thing is, once Bertram thinks he's had Diana, he doesn't want anything to do with her. (Yeah, Bertram has some issues to work out and this makes the audience like him even less than before.)
Regardless of what Bertram might think, social status does not necessarily determine a person's character in this play. In fact, Shakespeare reminds us over and over again that Helen (a poor orphan) is more noble than the count she's married too.