The ideal is to read a piece of dialogue involving multiple characters, with no identifiers, and still be able to tell who is saying what.
Your characters all need to speak with different voices. This is something you should include in your sketch of each character: what do they sound like, how do they speak, when/why do they speak, what phrases are unique to them, how do they construct their sentences?
One easy trick, is to use different grammar for different characters. Even something as simple as using long sentences for one character and snappy sentences for another can work well is used consistently.
Deliberately misusing grammar can carry a big impact, particularly in defining character, but only if the rest of your grammar is religiously consistent. A difficult trick to pull off, but something which can really grab your reader’s attention, without them even knowing why, if used sparingly – use the trick to often and it just looks like bad grammar.