I just make mine up. I get a little inspiration once in a while from a book, magazine, or online forum/comic/whatever. But by and large, the majority of my character names are unique (to my knowledge; obviously I haven't studied every language and every work of fiction to determine if my names have already been invented by someone else before).
Many of my PC, NPC, and place/group/nation names are loosely based on some naming conventions I see a bit of and guess at, based on existing nations. For instance, in Rhunaria, dwarven names for people and places are a wierd amalgam of Latin and the dwarven stuff from Tolkien and D&D sources. And fairly well made-up, too, not just an amalgam but with many made-up words as well (I actually have a coherent idea of dwarven spelling and grammar conventions in Rhunaria.....a rare case for me.....so the naming conventions I used in my key for the map of Ur-Dalechron are actually consistent. Yet the dwarves use a combination of titles and personal names from Rome and various European countries....titles like laird, exarch, prelate, thane, magistrate, and viceroy are used in the dwarven tongue, among many others, though often of a Latin sort).