Most authors will admit to being compulsive eavesdroppers. I know I am, and while I would never use any overheard conversation in a book, I do take special note of the way that people speak. Expressions that they use, the rhythms and the sentence construction. When you write genre fiction conversation is a huge part of the book and it's good to get it as realistic as possible. You don't reproduce all the ums, ahs and you knows that make up an awful lot of what we say, but pauses, broken sentences, emphasis and interruptions make it sound authentic.
I find that characters do develop their own way of speaking. I remember a friend and fellow author reading a manuscript for me and commenting that I'd used one particular phrase over and over again. I was puzzled, as it wasn't a phrase that I was particularly aware of using. When I looked back at the manuscript I could see what had happened. It wasn't me, it was the character in the book. It was her favourite expression and she used it a lot, and I hadn't noticed. I was hearing her voice, not reading words off a page.
That's another thing I do, which is read dialogue aloud to myself. That's not too bad, but acting out dialogue, playing all the parts, with facial expression, in public places? That can get you some very funny looks. And sometimes you don't even realise you're doing it. For some reason I often catch myself doing that on the way to the railway station. So - if you meet me on the way to the trains, and I'm talking to myself again, take no notice.