I usually make the character, and then I try to find a name based on the ethnicity they look like (for example, my old Assassin looked really Asian-looking, so I named her Ai Ming or something like that, and my Dervish is named Hassan).
www.behindthename.com,
www.gaminggeek.org, and Google I use to find first and surnames.
My other characters are just your stereotypical generic fantasy names, like Sylverhart and Greycloud (taking two words and adding in superfluous
ys n shit). Sometimes I use a fantasy name generator for the first name (Rinkworks, yay). Either way, I'm one of those nerds that make stories and whatnot with her characters, so naming is taken seriously and can be a rather long process for me.