Well for me... The way that I came up with my name was simple. I took the meaning of my birth name ("Supplanter," which I always found to be applicable to my personality), popped it in a Baby Name search engine, and looked specifically for the unisex version of it (oh, and I set it for nationalities from my heritage, which in this case was Irish.) I purposely picked a unisex one since I do plan to play with people's minds sometimes, getting them try and guess what I am (hey, might as well have fun, lol) and also be a performer of sorts.
(Specifically I plan on going into dramatic reading, public speaking, singing and voice acting. I mean, I've already been doing the first three and I recently got asked to do the last, which has always been my dream. When I chose a name, I thought of the possibility of me doing the later, so I realized that a unisex name would open up more opportunities for me to do female and male voices, and not look weird on credits. Haha. So it works.)
End result was that I came up with the name Shae, and I just love how simply and sweet it is in comparison to the other. Fits me like SO much better. But yeah, I've been using it for like, hmm... Seven years? Before that, I used a variation of the name that my parents would have given me if I started as a girl, but it didn't feel right and I just hated signing the letter T, since I was used to not having to pick up the tip of my pen. Either way, I wanted to honor my parents somehow.
But the point is... There are many sites that can help and over at your library or local book store you'll find books of baby names for expecting parents. The main advantage of this is that you can pick a name that you actually like. One that fits you as a person. It is in a way a rebirth. Also, some cultures believe that our name defines us, which is why you should choose wisely. Ultimately it is your say, though, and what your personal preference is that matters the most.