I won't restate what everyone else has already suggested. I just have a website that I like to use instead of the baby name sites. They have lists of names grouped by country of origin or ethnic group and they have a random name generator where you can select from different categories.
Another website that can be useful for characters born in the US is the social security website. You can get a list of the most popular names of the past 100 or so years. I think they go back as far as the lat 1800's, but I'm not sure.