The Kristan Higgins session also had some great tips on adding depth to your alpha males. This one was my favorite:
The Alpha male needs to show moments of not be alpha for someone or something he loves.
A great example of this might be a pet. The Alpha male may seem tough and untouchable, but then he might turn into a soppy little kid if his dog gets sick. Adding this depth is important, not only because it makes your hero seem a bit less like a cardboard Superman, but also because it shows us that tiny little crack that the heroine is going to crawl through.