It normally depends on what im reading at the time I name the character but sometimes I just think of random names, for instance now im playing FFVII again iv named Cloud as Endless (for some reason I always end up naming him that) Barret as Chase and Tifa as Valkyria, when I name Aerith I'll name her Valhalla, havent decided what ill name the rest yet.

In MMO's I ted to try all the usual names only to find them already taken, although suppriseingly I managed to name my character Pug on a new game iv been trying out. That aside I will sometimes come up with a very obscure reference to a program or book like in wow my Warlock is called Jazizikiki, which to date (almost 4 years now) only 2 people have know where the name originates.