Bravo, Lily! I'd just like to make one addition:
Tortured pasts are forbidden. One parent who died of natural causes is OK. Two is pushing it, but doable. Parents who (in ME) die by Orc-related violence or (in the modern world) are murdered or die in childbirth are *out*. If your heroine is the sole survivor of a ruined village/Elvenkingdom/what-have-you, put down the pen and back away slowly.
I've been on a sort of fanfiction kick lately (doctor-ordered lounging around largely being responsible for that) and I'm guessing that literally half of the Sues, if not more, have some sort of disastrous or traumatic past. I'm not saying that you can't have a convincing character with a tragic past, but it is harder to make it work. Too often it's just a device to go for the waterworks.
OTOH, I'll admit to having a weakness for some Sue-ish stories, mostly the ones which stay within ME - I've yet to see a "Girl dropped into Middle Earth" story which worked when it wasn't supposed to be funny. But there's no need to stay away from OCs altogether. I've read some pretty good (if unlikely) fics where an OC falls in love with a canon character - UNATTACHED canon character, let me specify, so no fics about Pippin's love interest unless her name is Diamond of Long Cleave - but they were fun and readable because the OC didn't have superpowers or Luthien-defeating beauty, didn't join the quest, actually had interests/characteristics in common with the canon character ... you get the idea. I think a lot of the appeal in those stories is that they try to answer the question "What was it like *not* to be in the Fellowship?" It must have been rather strange to be a hobbit in the Shire, for example, watching all the Ruffians move in and old places being torn down and dug up, completely unaware of what this is symptomatic of, but still trying to figure out how to get on with life.
That being said, if you have a morbid sense of humour and several hours to kill, try googling "LOTR Sues". There is evil there that does not sleep...
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Father, dear Father, if you see fit, We'll send my love to college for one year yet
Tie blue ribbons all about his head, To let the ladies know that he's married.
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