Keep a small notebook or a list of interesting names for characters and places. I jot them down all the time. I'm constantly having to consolidate all of my sticky notes or scribbles written on the back of deposit slips.

I read a lot of biographies and other works of nonfiction. They are great sources for interesting names for people and locations.

I also work on my family's genealogy from time to time. It's a treasure trove of names. Cemetery headstones are another source.

If you do genealogy research online, there are lots and lots of lists (ships' manifests, cemetery records, immigration lists, members of military companies, etc.). You'll see all kinds of interesting names if you take time to peruse.

You can also find interesting stories when you research families. I've found some interesting tales in Victorian obituaries and through deed research. If you're near Richmond, VA, check out the Library of Virginia. They also have a lot of their collection online now. If you're just getting started, their reference librarians are a wealth of information.