My Dunmer is called Rythe Arano. His name is just a mash of Rythe Llythandas (or however you spell it

) and the Arano family.
My Khajiit is called Dar-R' Jaar. Dar means thief, or wise in the Khajiit native tongue, and R means great. Jaar is just a general Khajiiti sounding name, and I like the sound of it.
My Imperial is called Abel Engarth, just a general Imperial Guardish sounding name, because Abel is an Imperial guard.
When naming my characters, I don't really name them something for a special reason, mainly just RP purposes (like with Dar-R'Jaar, he's a thief), or something that sounds nice and appropriate.