If the game provides a character name, I will almost always use it. Otherwise, I use a different name for each game.
If I remember correctly, I used Basque for World of Warcraft, Darius for Elder Scrolls IV, and Ulysses for Wizardry: Tale of the Forsaken Land. I usually linger on the name selection screen in RPGs for at least five minutes trying to imagine the perfect name :P
Oh, and I always use Link for The Legend of Zelda :)










