I would actually strongly hesitate to call any of Jane Austen's characters caricatures. A caricature is an exaggeration that makes something ludicrous. While some of Austen's characters certainly are ludicrous for the sake of humor, they are actually not false exaggerations, or imitations. All of her characters, even the ludicrous ones, have a depth of "moral and mental qualities." Even Sir Walter Scott stated, after having read Pride and Prejudice for the third time, that Austen "had a talent for describing the involvement, and feelings, and characters of ordinary life" (Jane Austen's Art and her Literary Reputation, Pemberley.com). It is even recorded that he declared that Austen's characters are people everyone will meet in their parlor at least once.
There is a great deal of truth to what Scott said, and it can be seen in Austen's subtle characterizations. For instance, though Mr. Collins may be ridiculous because he has no mind of his own and worships Lady Catherine, he also has a great deal of pride in his job as a clergyman. He also has moral standing that we especially see when he writes the letter giving his condolences and advice on Lydia's fallen state. Since Mr. Collins actually does have a more complex mental and moral state other than just being ridiculous, he cannot be seen as a caricature.
Even Mrs. Bennet cannot be seen as a caricature because, even though she prattles on about marrying her daughters and worries about the estate's entailment and prattles on about her nerves, she is actually quite devastated when she learns of Lydia's betrayal to her family. She refuses to leave her room because of the state she is in. Scott is correct, women like Mrs. Bennet truly do exist.
Wickham's character is also not an exaggeration. There truly are men who appear to be very kind and noble, but are actually very conniving, caring only about their own personal gain and ready to exploit anyone for that purpose. Furthermore, the very polarity of his character alone proves that his character is far deeper than a caricature.
Even the Bingley sisters are not exaggerations. There truly are materialistic, malicious, gossipy women in the world. Caroline Bingley is especially a portrayal of reality in the way that the she is depicted as trying to attract Darcy and teasing him about his attraction to Elizabeth.
Hence, because Austen's characters are not exaggerations but portrayals of real life, they cannot be called caricatures and one has to look at her more subtle characterization techniques in order to analyze this clearly.
Let us first look at the distinction between a Character and a Caricature. The Oxford English Dictionary defines a character as "The sum of the moral and mental qualities which distinguish an individual . . ." and a caricature to be "An exaggerated or debased likeness, imitation, or copy, naturally or unintentionally ludicrous." Caricatures are created to exaggerate human follies and failings and according to EM Forster are "flat" and one-dimensional.
With that in mind, the obvious examples of caricature in Pride and Prejudice are Mrs Bennet, Mr Collins and to a lesser extent Wickam and the two Bingeley sisters. Jane Austen uses the technique of setting such caricatures against perfectly natural and well rounded characters to highlight their eccentricities.
For example the foolish and one-track minded Mrs Bennet is set off against her sane and perfectly grounded husband, Mr Bennet. She epitomises the ridiculous obsession with marriage and money that women of the time had. Austen's viewpoint on the issue of social climbing and advancement is caricatured in Mrs Bennet's characterization.
If Mrs Bennet is used to satirize the prevailing social system of the time where the goal of a woman was to only find a suitable match, Mr Collins is a caricature of the class system of the time. The ludicrous attitude of Mr Collin to his inheritance and his over riding ambition to marry suitably is offset by the snubbing that Elizabeth gives him.
Wickham, Caroline Bingley and Mrs Louisa Hurst can also be said to be mildly caricatured by Austen when she highlights their one sided preoccupations with social positions.