I'm sure I'm not alone in saying that the greatest problem I face while writing is picking good names for my characters. It's always a trial, made a lot worse when you know that character is going to be a key player in future stories, and there have been many occasions where Find-and-Replace has been used to change names near the end of the last draft. One of my key preparations for writing an Alamo is to prepare a big master list of names of Alamo crewmen – it generally needs quite a bit of updating in between books!
When it comes to just picking names out of a hat for some reason – to name an extra, say – there are two websites that come immediately to my aid. The first one is 'Behind the Name', which has an excellent selection of random name generators for dozens of languages – invaluable, when the Triplanetary Confederation has such a melting pot of cultures – and the second is 'Random Name Generator', which provides names based on the U.S. Census. Often I just flick through those until I find a name that I like.
Of course, that isn't the only technique I use. Sometimes I simply pull names out of the air – there is now a Midshipman McGuire on Alamo because I was listening to 'Creque Alley' while I was writing – and sometimes they are drawn from elsewhere. Lots of cosmonauts – with some tweaks, naturally – have found their way into the narrative, as have a few African generals, for example. (When it comes to ship names, I've been naming the auxiliaries for 20th century astronauts – tenders for astronauts, tankers for cosmonauts. Plenty of precedent for such selections in modern navies.)
For more prominent characters, a lot more work goes into it. 'Daniel Marshall' was named for Thomas Marshall, Woodrow Wilson's vice-president and a figure that has always interested me; maybe he's even a descendent! (If Captain John Sheridan can be a descendant of General Sheridan, after all, why not!) Incidentally, he was originally named William Marshall; that name ended up with his father somewhere during the first draft of Alamo.
Margaret Orlova was a completely different story; I really have absolutely no idea where that name came from! I knew that I wanted a Russian last name for the character, but she went through a lot of changes in that first draft, and her first name was one of those that went through the FAR process at the last minute...after several previous passes through! I think she was called Anastasia at one point...