I picked my first name ^^ I feel that words draw out connotations, emotions, and such, from the sheer pattern of sounds, not just the nature of their meanings...I don't think names are in themselves symbolic, but the noise pattern to pronounce them, I feel, almost carries particular natures. My middle name was picked to closely reflect my origin-gender's middle name, out of respect of my (technically soon to be) previous life, and I picked my last name so that I can be ready if my family doesn't accept me, so that if they do not wish to accept my female presence when I throw away my male presence, that I don't push it on them through the family name. ---Granted, all of this works out better if I know for sure I can change a middle&last name. XD
The only honestly sophisticated steps I took were making sure I didn't pick something that sounded 'out of culture' or seemed/was blatantly made up, for stealth's sakes. I personally felt people wouldn't make a big deal of an out-of-time name so I never thought about that. I didn't think of how a name might be made fun of, but I feel that unfortunately creative people always can figure something out to reference or pun. XD ^^;