I have a book of character names. Categorised by race. I do this because I svck at coming up with names, and I want them to be lore correct. So any name I think of that works, I write it down.
I quite often take names from mythology, for example, I had a Nordic Ranger called Skadi (naturally, a female).
Helena Aurelie is a special case. Helena is a recurring theme that the band Kamelot uses, and I'm quite a fan. Plus, I think it's an absolutely beautiful name. Aurelie is a cannibalisation of aurora.
Edit: Oh, and I quite often take names from places that influence me. For example, Chani Belavyn. Chani is Paul Atreides' lover in Dune, one of my favourite books of all time.
Things like that