What's in a name?

So today I want to consider character names.  How do you pick yours?
I am a little sad and keep notes on all the Mills and Boon/Harlequin books I've read.  One of the things I keep notes on is the names.  Now I read mainly Medicals but also some Romance, some American Romance and some Modern.  And I have a little list of the favourite names.  For heroes it is Max, Nick, Mac, Luke, Jake and James.  For heroines Maggie, Francesca, Izzy and Annie.  And GULP I've used one from each list in stories that I've written.
This year, during Romance is Not Dead it was one of the things I noticed about the first chapters.  The character names.  Sometimes, they really threw me out of the story.  When I see a name, I can hear myself saying it in my head.  But, quite often, during Romance is Not Dead, particularly in Historicals and Paranormals, I came across some strange names.  Some I couldn't even have pronounced no matter how hard I tried.  Whilst I am sure there was a good reason for the names, it really threw me out the story.  I stumbled every time I read a name that I couldn't even begin to pronounce and I lost the flow of the story.
It is also interesting that this year one of my comments from the New Writers Scheme, run by the RNA, was that the person giving feedback on my story hated my heroine's name.  And she told me.  Even though she didn't know why.  And she particularly hated it when my hero shortened the heroine's name.  Her name was Melissa by the way, occasionally shortened to Missy.
So I have to put my hands up and admit that I know that sometimes I am put off a story by a name.  Particularly when it reminds me of the school bully, or someone I really don't like.  And no matter how good that story is, it will never be a keeper for me.
When I was writing my latest story I had a name hurdle.  My heroine's name didn't sit quite right.  Then one day, as I typed, I just changed it mid chapter.  And suddenly the story just felt right.  Has that ever happened to you?  Tell me how you feel about names.  And if there are any you really, really hate!