One of the first things I do when creating a story is to give a character their name. Usually, it's the first name, though in my Regencies and Victorian books, I often do think of the last name and title of my hero. I can't get into the book if I don't have a sense of the names and faces of my primary characters.
Occasionally, I make up a last name, but most of the time I like to look up a surname or title and see if it exists at House of Names. You can find many British, Irish, and French surnames listed here as well as their histories. I find it interesting to see the family crests, mottos, and origins of surnames. Sometimes reading these can spark an idea or give me confirmation about a sense of character. Most of the time, I use it to confirm that the name existed during the period I'm using it.
When looking up first names, I often consult several baby books. I prefer books that list the history of a name (some books will tell you famous people over the centuries who bore that name or tell you if the name originated from a book or play). But, there are two websites I do like to consult to look at the history of a name:
Behind the Name gives the etymology of first names and allows you to search by name or by the country of origin. It also includes names from the Bible and Ancient Mythology. This is useful for me when I want to find a name that a name fits a particular location or time period.
Baby Name Wizard has a fun tool that shows you the popularity of a name over different decades. While it only goes as far back as the 1880s, I find it useful to see whether a name is a more modern invention or whether a name would have been common in the 19th century.
I tend to pour through books and websites just to find the right name. Sometimes, I get a name right away and it sticks, such as Delphine Sharpe, the heroine in The Captain's Wicked Caress (and the sister to Lady Rowena Northam, the heroine in my first book). Other times, it takes me a day or two to figure out the right name.
I find I am drawn to names beginning with certain letters (A and E are my favorites). For some reason, in my Regency series, I keep choosing names that start with the letter R and I've had to rename some characters to avoid confusion.
What is your favorite name for a hero or heroine? Do you find you respond better to a hero if he has a strong sounding name? Would you be put off if the hero had a boring name like Chuck or Stanley? What about an antiquated one like Delbert?