I sort of leave the character at the end of the day. I don't carry anything around with me - no excess baggage or unnecessary thoughts. I think it's too exhausting to do that. To put things into perspective - your work is your work, and your leisure time is something else.
It's obvious that if you're going to play a character you need to amass information about that person and about their environment or their era that they're in and use as little or as much as necessary.