I very much agree with the previous post. Ethnicity is very important as to other aspects as gender and what not. The other thing is that you can also use names. Using them to not only just define a character's personality, but more than just that. If you make a character, why not try to make a goal with them? As in that you create a troubled young doctor that wishes to help people. You know already by then what kind of basic personality the doctor will have. He is a friendly person that isn't really selfish (or is he? Dam dam daaaa!).
But going further down the line, the name doesn't have to go on about the personality. What if the name means something bad? As in that the person is like the cold winter night? It could give meaning that our example, the fine friendly doctor, isn't able to help many people while that is his goal. After all, I am not sure about you lot, but a cold night isn't always that 'helpful'.
Another fine example is what I have seen from a character in a RP I GM. Her call name means Beautiful Bow, as in the weapon with an arrow, while her surnames means Long Valley River. Odd combination ain't it? Yet, listen to this. She is a cold and somewhat distant person and doesn't easily bond. Quite common if I place it like that. Furthermore, she is quite the fighter. The name Beautiful Bow, as weapon once more, is thus quite fitting ain't it? But what does the name Long Valley River means? What kind of perk or meaning does it have for the character?
Well, perhaps that even while she is a sight and quite deadly that she has a long way to go? I never have seen or heard of a long valley river that was just a mile or two. There are some ways to think and discuss about it and it is fun, cause nobody is able to see the names and figure out like : "Hey! Your character will have this or that as goal, right?'' That is unless they simply try to just be plain punks, but luckily we have the ignore button for those lot.
So to put it again short, don't just stick with what many people do. Try something out that doesn't seem to be anything special. Then when somebody dares to ask why you have chosen such a (odd) combination, hit them with the surprise. Or perhaps bring it up yourself and start an interesting/fun discussion? The options are there if you want them. ;)