I've seen unique names, boring names, bizarre names, down right horrid names...well, you name it.
The names I tend to go for are classic, yet not overly popular. I'll toss in a few names I'd like to call Tribal-Fantasy in origin, for example the name Emaranthe from my fan fic...totally a made up name. No "Baby Name" book would have it listed. Of course too, names need to fit the time period, genre, etc, or they will make your story seem just well, not quite right even if it takes a person a few rereads to figure out why a male named Juggs isn't going to get the hot girl named Serephina.
I go about finding the more Fantasy driven names in various ways. I like to combine words in odd ways and have come up with some excellent names (my opinion) for the super hot male Elf type (Saedon) or the human male hero type with big muscles (Donurric)...so find 2 random items in your house and mash up the letters and find a unique name. Example, item 1 is a Nerf toy (thanks to my sons) so "Nerf" and item 2 is Cheetos chips (thanks, again, to my sons) so "cheetos"...combined they could be Neeto, or Cheefer or Ferto or something.
Try it! Be creative, think outside the box!!