The key to interesting drones is in getting movement going inside the texture. There's a number of ways to do this...

1) Modulation. Adding a little bit of LFO to one VCO in the synth will create subtle detunings in the drone itself.

2) Effects processors. Adding delays and/or chorus to parts of the drone increases the timbral complexity and puts movement in.

3) Panning. Don't treat drones like mono sources; instead, using something to modulate the stereo field again increases complexity. Also, pan your internal sources so that you've already got some stereo field action going on.

4) Fade-ins/fade-outs. Set up parts of the drone so that parts can appear/disappear by modulating the VCOs' output via a VCA(s).

...and so on. There's loads more methods, but these are generally variations on the above four main techniques.