Gilver, Dandy's name since she married Hugh Murdoch Cathellen Gilver, is believably Scottish (I know McGilvers and Gilverys) but not actionable, since I made it up out of GIL (Scots for servant) and VER (Latin for truth). So she's a dandy servant of truth i.e. good detective.
Be assured I don't go into that much depth and cunning for everyone. Ordinarily, I love naming characters precisely because flashy results for little effort are the best bit of writing.
So for the first names - what Dandy in Scotland in the 1920s would call Christian names - I use Naming Baby by Eugene Stone, a fine little volume inherited from my grandmother after she used it (presumably) to come up with James,Walter, Peter, Annie and Minnie.
A related - if irrelevant - problem is that if I buy an address book outside Scotland it never has enough space under the Ms and I have to steal some of the N pages to cram in clan McPherson, clan-in-law McRoberts and all my McKenzie, McKie, McLean, MacDougall, MacKay and McKinnon pals. It must be the same in Ireland with Os.
These days I do it online. There are no fewer daft Scottish names but there is always the danger of finding yourself, two hours later, deep in the bowels of Youtube, watching a cat stuck in an urn.
The most fun I ever had naming characters was in a circus setting for The Winter Ground: Topsy Turvey the acrobat, Tiny Truman the dwarf clown and the flying Prebrezhenskys, a Risley act.
Tiny Truman was named after what was called, at the head of a paragraph on the Finger Lakes in the Rough Guide to New York State, Tiny Trumansburg. I know the town was named after the president and the guide was commenting on its size, but I loved the idea of a big town named after someone called Tiny.
The most frustrating bit of naming characters is that, in being realistic, you have to ignore endless real-life examples just too outlandish to appear in fiction: I used to have a colleague called Zip Dominion; a mature student whose parents, in the 1950s, saw no reason not to call her Gay Cocks (but get these feminist credentials - she didn't change it when she married!); the local indie bookshop in Davis is run by the magnificently monikered Alzeda Knickerbocker; or what about Madison Bumgarner of the Giants? (I'll tell you what about him - Go, As!) And I'll never forget the day I learned of Diana Ross's decision to grace her beautiful little girl with the fragrant . . . Chudney. Oy.
Let's finish off back in fiction; Chudney couldn't happen there.
My favourite fictional name of recent times is the hero of Daniel Friedman's stellar debut Don't Ever Get Old. He's a curmudgeonly octogenerian Memphis Jewish ex-detective and his name is Buck Shatz, which makes me laugh every time I see it. I'm just sophisticated that way.