NPCs in a vacuum can get boring. In order to make them interesting, they have to need and want things. They need goals, and they need problems. The Fae seem to adore making their problems other people's, so there's a start.
For example, let us say that a given Sidhe desires something, perhaps a book of power. Yet his Queen has ordered him -- for whatever reason -- not to acquire this book. However, the command does not cover forbidding him from accepting the book as a gift. So, if the PC can get this book -- which should be problematic -- the Sidhe lord will look kindly upon her. If she were to ask for a little favour, just between friends, she would likely receive it.
Of course, that's a very simple version. You'd need to add some thorns to that. The book is in the hands of a rival, or the local Black Court wishes that it remains in its secluded spot, or whatever. Life in the Dresden-verse is never as simple as walking down to the book store, picking it up, and remembering to get it gift wrapped.