The Blank Page has a handy reminder up that bad character name choices can sink your script.
Several screenwriting software programs include name databases, but those can be hard to browse. Here are a few URLs you might throw into your bookmarks to help nail that name:
The U.S. Census Bureau Name Files - Male and female first names as well as last names.
The Social Security Administration's list of popular baby names - Lists go back to 1880.
PopularBabyNames.com - Offers the ability to search by gender, region, religion, and meaning.
Name-o-Matic - Random name generator. Tip o' the hat to The Moviequill for the suggestion.