I enjoy naming my characters, both in my plays and in the novel I'm working on. Some of them come ready-named, introducing themselves to me in a way that they could never be altered. Others take some time to work out. Hartley Keg was one of the former. So was Blessing Hawkes. Cormac Moran, on the other hand, went through several names before finding the right one.
In Naming your characters and settings, Roz Morris discusses the importance of name and how she finds them for her books.