Actually, I think Cracker pretty much hit it dead on. You can build sympathy in as little as 30 seconds. Reason why we don't see it too often is because people aren't able to pull it off. But, it's definitely possible in my opinion.
Example -- The Eat n Park Christmas Tree Commercial from the 80s or whenever it was made.
http://www.youtube.com/results?search_query=eat+n+park+tree+commercial&aq=f
There are so many options in order to make the audience connect or care for the Main Character.
I think a huge starting point is focus on the story you are trying to tell. Take Rudy for example. A kid who has a life long dream to play for the Fighting Irish Football team.
So you got a story you want to tell, right? Okay so let's jump deeper into this character and how we can make the audience connect with him.
-Well, how about everybody always laughed at him and thought he was foolish for thinking a shrimp like himself would ever get the chance to play for the football team.
-So the audience kind of feels sympathy. Why? Well, we all have dreams. (At least I hope we do) So we can already make that connection with this character. His might seem a bit more bold than most of us, but still.
-We jump ahead to the main character in high school. he loses his best friend. his brother takes his girlfriend. This makes the audience feel a bit sorry for the character and makes us want him to succeed that much more because of the outcome of things that are happening in his life.
-We jump ahead to him graduating and starting college. He tries and tries and tries to get into Notre Dame College. Doesn't quite get there. But the second best thing. He's at a college that's right next door. He's so close he can taste it!
and yadda yadda yadda and so forth. It's just a matter of putting the character into situations to where we are rooting from him. It can be a good guy, a bad guy, whatever.
Hope I made sense because I didn't go back and re-read what I wrote.