It varies greatly how I come up with names, sometimes is just a regular name you can find everywhere and other times is these home brewed names, they usually start out as a single sound then I just pile on and remove till I like it. The character personality don't always come into play when I pick their names but for some it does.
With most names, I Google "how to say ____ in different languages." What goes in the blank is usually a defining characteristic, or a power - something important to the character. That's yielded some interesting results, like Sinn Ment (both mean "mind" - the first time I used him, he was a mind reader) and Quiel. On occasions when I'm really trying to make my character seem like they're incredibly of such-and-such nationality, I might Google "Popular Irish names" or whatever and see what comes up. On very rare occasions I'll name them after an already-existing character (like my OC Ashildr, named after the character from Doctor Who). And then, amongst all of these, I'll toss in some normal names too. (for example, Sinn's brother's name is Mattias, but he usually goes by Matt.)