I thought about writing this on Twitter, but quickly realized there's no way I could cover everything in 140 characters. Then, I considered typing up something longer on Facebook, before I remembered that I don't actually care about that site.
A significant portion of this past weekend was past creating characters and a world for them to inhabit. Once I know what kind of character I want, I start thinking about names, and I have three general techniques for how I choose them...
Make 'Em Up
Just string together letters or full syllables until coming up with something that looks and/or sounds cool. Something like Alania Kastanyonka or Trolav Grundernick. This usually works best for Fantasy or Sci-Fi stories where the audiences can expect characters to have uncommon names, but the same can be applied to stories set more firmly in reality, especially with last names.
Take From Life
Ever since high school, when I started to consider writing seriously, I've kept a list of names I'd like to use as characters some day. Some are real names of people I know, others are celebrities, or even characters from other stories. Toast's android computer/assistant "Madelyn" came from a character in the La Femme Nikita TV series. I had a girlfriend for one of my character's named "Marlena" from the song 3 Marlenas; she needed a last name, so I used "Bautista". I keep a list of all the names in a notebook that's always handy, or in a pinch I'll use my cell phone to make myself a note if I find a new one.
Use Baby Name Websites*
If I'm looking to name a character, and have that name mean something, I'll use baby name websites. This past weekend I did a lot of "India boy name meaning", "South American girl name meaning", "Caribbean boy name meaning", etc. all to varying results. From there, I checking the meaning of names until I'd found something a) I liked, and b) had a meaning that fit the character.
Ideally, by using these sites, you'll wind up with a list of names and their meanings. Even if you don't necessarily care about the meaning of a name, they're a good place to start. Often, you may also come across lists that all begin with a certain letter (Asian names that begin with "N", for instance). I prefer the lists and meanings, since I just want a good name, regardless of what letter it starts with. You may already know which letter you want the name to start with and can use that as a jumping-off point. Unfortunately, I don't have a list of good go-to sites for you to use, but if you're reading this right now, I trust you know how to use Google.
*Be mindful of tweeting about the use of baby name sites, since I alarmed at least one friend and received some bizarre DMs from random strangers about pregnancy nutrition and baby advise after doing so.