For me, naming is the most important thing of a character. I always name my characters, if I have no theme, something that relates to a major aspect or trait belonging to their identity. For instance, my Venice character (first one – I had another one planned for their arcs) is Argenta de Bianco. Argenta is based off argentum which is Latin for silver. Coupled with 'bianco' which means 'white', it suits her face claim of a white-haired fair-skinned lady. It's also an indirect reference to her powers of mercury manipulation. Mercury is also known as quicksilver. My Gunpowder character had a far more complex naming process. I used the names of two poets who had a connection to the element of water – Virginia Woolf and Kathleen Raine. The former died by suicidal drowning and the latter basically has a punny surname (rain) which directly links to my character's diluvial powers. Thus Virginia Raine was born.
While I tend to shy away from using humanly names like Jane, Shaun, Henry, etc due to my love of making up names inspired by other languages to fit fantasy worlds, I can work with contemporary names and add a little of my touch to them to make my characters less of a plain Mary or John or Sam. Even the sound of a name matters to me for different names, although same in meaning, evoke different feels in enunciation. Like Virginia just has that effect of streaming water, to me I guess. xD Length matters too. Long names tend to be reserved for comic characters.
I leave naming to the last most of the time because I like to flesh out everything else before the sum of those parts a name. In rare moments, I breathe life to a name when I immediately envision what sort of character would go perfectly with that name.