Starting all the way back in junior high playing the first Final Fantasy I've always loved naming my hero Merick. (Although since the release of Spirit Blade I've switched to the "double k" spelling.) It remains one of two defaults for me.
The alternative, since releasing Spirit Blade, has been Vincent, if I suspect I'll be making somewhat darker choices during gameplay.
If I feel like breaking the 4th wall a bit I'll use my own name, which I first did in Final Fantasy 9. I played this game for the first time while dating my wife Holly, and named the princess in the game Holly as well.
It was scary how our hair colors matched the characters so well and the romance and resolution of the story had me in tears of joy and relief. First game to ever make me cry out of investment in the story. (Final Fantasy was the first game to make me cry, period, when I realized I didn't have enough open spell slots to learn the most powerful spell in the game and would never know the joy and wonder of casting "Nova".) I also named my cute black mage Merick and the clumsy knight Vincent. Holly was one of the few who knew of these characters (I was writing the novella at the time) and got a kick out of watching the characters interact as I played.
Last night I started a new game of Icewind Dale, which requires the player to create up to six characters from scratch, including their names. I went super-self-indulgent this time and named by lead fighter Vincent, my Cleric Raan, my Paladin Merikk, my thief Ebony, and my mage Saolos. Bringing up the rear of the party, acting as cheerleader and helping them all be the heroes they are... my Bard, Paeter.
So what do YOU like to name your characters? Any recurring names you use or particular names you've used and liked the sound of them?