There's something about that roguish gleam in Auron's eye that I use in my default icon, that feral grin Auron gives the dragon-beastie in Luca before whopping its head off, that set the tone of his character for me. That, and his bursting out laughing when Tidus attempts to blame him for everything.
I think that the greatest wisdom Auron has gained in the last 10 years is not to take himself so danged seriously, although he is a sober fellow by default. There are a number of instances where people are being incredibly serious, and Auron, who is the most serious of the whole crew, suddenly starts laughing. (He has such a lovely laugh.) He has seen it all and knows that some things really aren't that important. It's the wisdom of the older person, who knows that the angst and melodrama of teenaged years will fade with time. I also have a suspicion he's hanging onto humor as a bit of a lifeline. If he loses his sense of purpose, he could fade out. If he becomes too driven by anger, frustration, intensity of emotion, he might start to slip towards fiend-hood. I think the laughter is a bit of a pressure valve. Tidus guesses as much, at one point, or at least he observes that laughter seemed to be the only thing holding everybody together.
Lulu has a similar fey mood, although her laughter is rarer and darker. Her ribbing of Wakka is more caustic. In combat, she tends to flirt and play with her food; an awful lot of her dialogue is bad jokes and puns, as if blowing off steam while blowing things up. i get the impression that she really enjoys combat (as does Auron -- "that's how it's done!"). Both of them tend to open up, relax, and play a little while they are destroying things. They remind me somewhat of cats.
That spark of dangerous mischief just screams to be played with. Anything to get that evil gleam back in Auron's eye -- mmmm.
(I am reminded of Christopher Fry: "Madam, your halo is on at such a rakish tilt it gives you quite an air of iniquity.")