Two things help me in this. First, I tend to do more fantasy, and so I look at the culture the person is living in and see what kind of name fits that culture, as well as gives perhaps a subconscious inkling of what that character is like. Some people, and I've done this at times, go so far in their worldbuilding that they actually develop an alphabet and basic phonetics for their cultures, so it's easy for them to make a name, even a name with true meaning and grammatical structure.
The second thing that helps me is the knowledge that I can go back at any time in the writing, revising, 10th draft...and change the guy's name. Sure, I may always think of him according to the first name I started with, but sometimes it just needs to change. It is never going to be set in stone until you get the first book off the press, so don't hammer yourself into having to etch it in acid on your forehead, or think that a character's name is going to totally make or break the story (unless of course, you've got a system of magic where names are some sort of power or talismen...heh...then you might have to put a little thought into it).