Lyda mentioned this earlier and I thought I'd put in a different perspective because it's not actually something I spend much time on. I mostly have a really detailed initial outline in which phase I grab an appropriate ethnic names source and pick something that sounds good at the time. I also feel free to change names at any time before or after the project goes through my writers group or groups–no changes in the middle or you will make your fellow writers very cranky.
I do find that certain sorts of names tend to attract my attention. They are generally slightly unusual and two syllables.
One funny side note. After writing 8 novels, heaps of short stories and 40-50 novel outlines it occurred to me that my main female characters almost all have two syllable names ending in A. Funnier still, after noticing it, the very next female lead I wrote was a Fiona, which fact it took me some time to notice. I attribute this to being madly in love with a woman named Laura for going on 18 years now.
Do any of you have naming quirks in addition to naming methods. Things that echo through your work for example?