Some suggestions for adding depth:
* To me, depth starts with the drums. If they are tracked well, and in a good room, mixed tastefully, etc., then they have a way of adding an enormous amount of depth to a mix -- like night and day.
That's where I would start. Make sure the kick has a lot of "oomph" to it, the snare has ample "crack" and punch, the bass guitar is mixed well with it, and that the cymbals have the right amount of sizzle without "grating."
Throwing some tamborine and shakers in can really help round things out, as well. You'd be surprized how much they can add, as not much is generally going on over 4 khz other than random "sss" and "sshh" out of the vocals, or cymbal crashes.
* Other than that, I would look at using room reverbs. Keep in mind that less really is more here . . . don't go overboard on big hall verbs, unless that is the style/effect you are after.
* Stereo micing. Using a matched pair of decent mics on the drums (as overheads) and accoustic guitars can add a lot of depth. So can using two different mics on the guitar amps (maybe a 57 on the grill and a LD condenser 3 feet back).