I like word names, and names with meanings that relate to the character.
Roulette just seemed like the perfect name for a Goblin Warlock. I mean, her day to day existance is basically a gamble.
Bazinga, likewise, seemed like the perfect Goblin Rogue name. Bazinga! Got your flag!
My Trolls and Orcs have word names in Hindi or Sanskrit. Depending on the word, those beautiful languages can sound like almost any fantasy language you need. I adore Hindi, wish I was fluent.
Kahani - Story
Tandava - Shiva's Dance of Creation and Destruction
Svarga - the place in which a good person waits between lifetimes
My Dwarf's name, Strigine, means 'owlish'. I love owls and it just seems to suit her.
My boys have mythological names.
Chrysaor, my Draenei, has the name of Medusa's son in Greek mythology.
My Worgen's name was GOING to be Qora, which is a mythological were-hyena but then I saw the final female model *shudders* and went male instead. So his name is Varkolac. A type of werewolf/goblin thing in mythology that swallows the moon creating the eclipse.