I have 2 simple methods:
1: If it's a futuristic style game of any sort, you can't go wrong with a biblical first name and a 1 syllable last name. My favorite is Mordecai Toth. Which, crazily enough, I used for the first time playing "Star Wars:Galaxies" way back when. You could have knocked me over when I saw it as the name of one of the characters in "Dawn of War"
2: If its a fantasy\Medieval style game, I think of a common name for the present day and then change a few consonants around that can still achieve the same basic sound. Eran instead of Aaron, Eryka instead of Erica, just to give you an idea. As for a last name I usually try to stick with a concrete word like Shale or Card.
I find, in a truly freakish way, that I derive just as much joy from rolling new characters as I do from playing them.