None of the characters are complex, it is simply the sides of their character they show that make them interesting.
Suzaku shows only one side, he does not openly show any thought pattern other than "change brittania from the inside, zomg!".
He blindly believes what he is fighting for, and even when presented the facts and admitting his hypocritical rubbish, he just ignores putting it to action and continues down retard path.
Lulu openly shows development from a normal idiot to a idiot of grand proportions. He constantly questions his decisions and clearly shows what resolve he came to over each argument for and against his plan of action. When something goes wrong and hurts innocence, he openly shows his psyche that detests terrorism and tyranny. When something personal gets in the way, he is obviously sent into desperation.
He's a human character. Suzaku is just make believe (I know, anime, fantasy, all that) superhero with dumb plot armour and a couple of faults that only lead him to being either the arch nemesis of Lulu or some gay ass "change of heart" sub plot.