I'm currently playing as WS->Thief called Ileina Frostmourn. (A moral point to anyone who knows the game from which I have taken her surname.
)
Usually I just come up a name from my head. Some examples:
Drasil Sureshot (Male Elven Archer)
Margaret Hammerhand (Female Dwarven Priest)
Odeon Trammer (Male Human Fighter)
Tiris Trammer (Female Human Wildmage)
Elthas Athlin (Male Elven Bard)
And I have also just 'Ileina Frostmourn' as my Elven Rogue's name.
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