When I name non-player characters of Earth cultural background (as opposed to Vilani, Zhodani, Darrian, or other minor human races that dodged assimilation into the Ziru Sirka or Rule of Man, or non-human), I typically choose a personal name from one ethnic group and a family name from another -- more often personal name first, but sometimes family name first.
Examples: Li Descoureaux, Yang Felipe, Nangklao Clark
For characters from low-population home worlds, I have a convention that instead of a family name, their home world is often part of their name.
Example: Mary Hefry
Obviously, for characters not of Earth cultural heritage (whether through ancestry or assimilation), there are other naming schemes, a lot of which can be drawn from word generation tables (some of which are available on-line). Some even have lists of common names; "Eneri" is the most common Vilani personal name, to the point it's used in contexts like, "I'm just an average Eneri."
Where do I look for names? If I have an ethnicity in mind, I look for movies on IMDB from that country or language, look in the credits for minor cast or crew members, and pick a name that I can pronounce.