I'm also a fan of 2000-names! Despite it's annoying ads, it's one of the best resources I have discovered.
I also use the fantastic onomastikon compiled by Kate Monk: http://www.gaminggeeks.org/Resources/KateMonk/
It's got thousands of names sorted into their places of origin, plus pronunciation guides and brief excerpts about the history and evolution of naming practices in certain cultures. It's one of the most complete naming guides I have ever found.