For me it depends on what role the names will play. In my contempory project, they tend to either be biblical or some variation thereof, like Sarah, Josh, Dan etc. but in my fantasy series, name and identity have an important role, so the meaning of the name is very important. Luckily I've used my own languages (though I may redo them....) so the meanings and the phonetics are quite unique, like Bain, for example. I won't divulge too much, but you take a meaning, like fire, or heat, and make up a stem that goes with it. Let's call it Ha-. Now, we need something else... how about bird, or flight, could be sor. So a firebird, or phoenix automatically becomes Hasor. Also if you look at the meanings, it could be a heat current, or a flying fire, like a fireball, so now you have a word that takes several meanings, and is unique.
That's how I do it anyway.