I recommend keeping a notebook for name ideas and other tid bits that you may want to add in to flesh out a character. I have pages of names that I think are interesting. I also have added physical descriptions, personality traits, personal histories and other details that I was not ready to use but wanted to keep for later.
One of the easiest places to start a name search is a baby name book. Your local library or bookstore will likely carry several books that list names and their origins. I have two of these and often thumb through them when I am contemplating introducing a new character into a campaign. Here are a few sites that you can use at no cost and without leaving your home: Baby Chatter , and 123-Baby-Names.com Resources .
I also have a book for translating English to Italian. I have picked up some interesting words that made unique sounding names by looking through this book. You can find these at your local library or bookstore. You can also look online for free translation programs like Freeality Internet Search. You may want to go so far as to choose certain words that describe something about your character and look through several languages for these specific words. You may find an exotic sounding word that holds meaning for that particular pc. While you are at it, you may even learn another language.
I have encountered a few interesting methods for character name generation. A player I know
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