A long time ago, back when I played TS2, I put together a page of themed name lists I got from the internet back then. I still have that piece of paper but can't locate the file. :( It has the following themes: medieval, goths & vampires, gemstone & colors, myth & legend, cowboy & cowgirl, sci-fi & fantasy. I use that list quite a bit to pick first names. Families generally follow a theme. With the exception of the cowboy/cowgirl list I generally don't use common names at all. I vastly prefer uncommon and unusual names.
Now in TS3 I also use online lists for names. For some sims (especially plumbots) I've used the
last name of scientists or
fictional robot names. For aliens and the children of aliens I'll use a
sci-fi names list. When I'm really stuck, or naming babies by the alphabet, I'll use baby name websites and look for something unfamiliar that I like.
For last names I sometimes use the same sources, sometimes randomize in CAS, and sometimes come up with the last name myself.