I tend to have a hard time with conversations between multiple characters as well. Here's my process:
1) Write out all the dialogue. At this point I don't care what they sound like, I'm essentially outlining the flow of conversation - what comment sparks which response, which information comes from who, which joke is made, etc.
2) Now I go back and add in personality. You might try doing a run-through for each character. For instance, I'd put myself in Character A's brain and go through all of her lines, thinking "Is this how she would say it?" The Character B, C, etc.
3) Now I go through and add gestures and punctuation where necessary, to clarify mood or whatever.
So, on item #2 - how do you create dialogue that sounds unique? People do it different ways. I am a people watcher/listener, so I close my eyes and think of how the character is standing and moving as he speaks. How does this character's personality come through in his speech? For instance, is he impatient? Maybe he speaks in short, terse sentences and uses simple words. Maybe he's very educated, in which case he might be more long-winded and express himself with larger, more precise words. Maybe he's embarrassed, so he cuts himself off, hesitates, or repeats himself.
Take your rogue and princess. I imagine the rogue is going to be "rough around the edges," so maybe he'd use some cruder phrases or street slang that might shock or confuse the princess. The princess might put things "delicately," while the rogue would put things bluntly.
To give an example from my own life, I am a very blunt person. My boss is really good at "spinning" a bad situation to present the good sides. So let's say we're both asked to describe the same hotel room.
Me: "Wow, this place is crap. It doesn't even have a refrigerator. These drapes look like they've been around since the seventies."
Him: "Well, it's not for everyone. Definitely for the budget-conscious. But it's well located and has the basic necessities. And they don't mind if you have kids or pets."
Anyone who knows us would instantly pick out which one was me and which was him. So in this case, it's not just about the diction ("crap" versus "budget") but about the way we each view the world. It's about the things we notice, or choose to present to others.
Hope that helps!
ETA: Welcome to AW!
