It's not just first names for me, although most of my characters that I can pull from the top of my head have very appealing first names in my opinion. Names like Dorian, Emil, Jaspar, Camila, Malik, Harper, Jack, Juniper, etc. And my RP partner tends to use some names that make me ''nnfff" from time to time, like Devlyn, Bourbon, Liam, Avery. * ^* Mmmm.
But surnames can be just as powerful. Prescott, Evans, Stavros. And my favorite, which my RP partner uses: Fox.
I think a lot of our choices have to do with context though. A name may not be "sexy" to someone like it is to you, and vice versa. There's a lot of attachment to the names that put a tingle up my spine: attractive people with that name, characters I adore, the meaning behind the name.
But when it comes to a name that's new to me, I think at least for me it boils down to whether or not it has appealing sounds in it. Does it feel good on my tongue? Does it inspire an image? I love the feel of words with that "il" combination. Names with a "V" usually get to me because it's that act of slightly biting your bottom lip to form the letter, like you've just seen someone incredibly attractive and you can't help but bite that lip and yearn for them. I have French Canadian blood, so the way I say my "J"s are a little soft and drawn out and it's just really enjoyable.