What's in a Name?

When writing a story, how do you choose a name for your hero? At times this is an abvious, natural choice; other times you struggle with it, and have doubts about your choice. Recently I came across an article by Thomas A Knight about this subject. He is an author who writes stories set in a fantasy world of his own design. The name of the article is Writer's Den #5 - What's In A Name. This is how it starts:  

"'A rose by any other name would smell as sweet.' Or so wrote the great William Shakespeare. But would it really? Name's are important in fiction. It's hard to identify with a character that has a long or difficult to pronounce name, and names that are too common or overused can have the same effect. So how do we come up with the winner?"