Here are some thought's and insight's from Johnny Depp about Captain Jack Sparrow.

Did you have a special affinity for pirates?
Well, I picked up all kinds of books to prepare. Research is at least half the fun. It's like studying for a history exam. The nutrition onboard those ships, that was a real eye-opener. They'd eat by candlelight, below deck, and be so sickened by the food that they'd blow out the candles so they didn't have to see the maggots. Pirate ships were kind of floating prisons, really. I started getting into that whole era, beyond just pirates.

Did you use specific things you learned in playing Jack Sparrow?
One moment where a bit of my research came in unbelievably handy, we were shooting the last frames of Pirates I, and we were trying to come up with a closing line. None of us were happy with what we had. The line needed to mean a lot to Jack. And I remembered a passage from a book I read by a French sailor, where he talked about the idea of why you keep going as a sailor: It's because the horizon is always there. You want to get to it, but you never will. It's all about the unattainable.

From Underground Online

"I'm a sucker to my own brain. It reaches a point where you can't help yourself. Regardless of what other people are saying around you or even whispering around you, that maybe they're not so content or happy with the work or with the character, because maybe they feel it's a little bit too much, I couldn't help myself. I had a very strong feeling about the guy, about the character, and I couldn't control it. It had to come out."

"The way I walked, well, it was a couple of things. To me, it was like this guy who had spent a very, very long time on the ocean battling the elements. It was a guy who had spent way too much time in the sun, so maybe his brain was literally cooked a bit. And he was way more comfortable on the deck of a ship, in terms of the rhythm of the ocean, than he was on dry land. And I think he would also be a guy who would understand that, like, he could take that and use it to his advantage, you know. As if to hypnotize someone. He'd kind of go back and forth and hypnotize them, kind of like a cobra, a moving target. So, that's where it came from. I thought he would hate being on land."

"I remember I had two more gold teeth, and there were a few that wanted them gone…in fact, wanted them all gone. And they wanted the braids in my beard gone, and they wanted a lot of the trinkets and things gone. I just basically said, 'I respect you guys. I'll compromise to some degree, which means I'll take two teeth out. Cool. But anything beyond that, I feel, is compromising the integrity of the character, and I'm not willing to do that. You've got to trust me. You've got to let me do what you hired me to do, and if you're not happy with doing that, then you've got to replace me.'