For me, personally, I tend to be fond of names gleaned from books and history, with a particular leaning towards Egyptian names or cyberpunk novels. I have friends that I know who have carried the same names from game to game. On the other hand, there are those poor folks who use the most common elements in gaming/pop culture and name themselves one of the "new-player-alert" names, such as Sephiroth, Drizzt, Gimlii, or Legolas -- or any variants thereof.
How about you? What's your favorite character's name, and where did you take the inspiration for it? Have you ever refused to group with someone due to an overused or goofy name (such as "Dethrouge" on a rogue) or have you found yourself complimenting people on using cool names? Is naming really that important to you, or do you just kind of smack whatever on your character so you can get into the game?