After all my bellyaching about how little character names really matter in the grand scheme of things, here are some of my favorite on-line sources for character names.
BabyNames.com has a list of American first names that includes names imported from many languages.
Behind the Name, the etymology and history of first names, has a database of English, ethnic, and mythological names, browseable by category.
Straight from the twilight zone, the Kalabarian Philosophy site has various name lists.
For last names, browse the white pages at InfoSpace.
I also generally do a quick white-pages search, as well as a Google search, on the full name of any characters I create. If there’s only only person in the world by that name, I may consider changing the name, although I don’t know why. All characters are fictional, and all that…