In the early episodes of The Simpsons, the characters were considerably different. This is especially noticable in "There's No Disgrace Like Home", in which Homer sells the TV in order to pay for counseling for the family to do better. And Marge pleads with Homer to pawn her engagement ring instead. If the exact same story were to have been done one or two seasons later, it would have been _Marge_ insisting on pawning the TV while Homer would be the one begging for her to pawn her engagement ring instead.
My point is that characters on Matt Groening shows can evolve until they're very different from what they were like in early episodes.
Fry shows occasional signs of real stupidity, especially in the "Fishful of Dollars" episode. I speculate that he might become just like Homer Simpson by the second season.
Bender is interesting enough the way he is, so I don't think he'll change too much. However, Leela can be, and probably will be fleshed out more in upcoming seasons. As to what type of character Leela will eventually be is anyone's guess. However, as for Fry, I see him turning more and more Homer Simpson-like as time goes on.
I'm not saying whether this is good or bad; I'm just making speculative predictions about how I think his character will develop.