Well, that depends on your character’s background. For example, if they were born into the British upper classes, they’ll speak differently to if they were in the lower classes in America. See where I’m coming from?
Generally, for upper classes, go for long words and long sentences. Semi-colons are your friend. And for the lower classes, slang slang slang.
This is a gross generalisation, but hopefully it gives you the basic idea.
Also don’t forget that if the character’s immortal, they’re probably likely to have assimilated somewhat, so don’t be afraid to mix Victorian and modern language and speech patterns. It could add a whole other layer =]
Here are some awesome resources that explain things way better than I ever could:
Apart from that, I suggest you just google the type of thing you want and/or read some Victorian books - start with Oliver Twist and go from there =]
I hope this was helpful!