If your characters have a specific ethnicity, be sure to name them accordingly. For example, if your heroine is from Sweden, naming her Inge contributes more to her persona than naming her Yolanda. This reinforces the reader’s image of the character as well, providing a subtle, subconscious contribution to imagery.
Along similar lines, if your character is unique, an unusual name can likewise reinforce that; conversely, naming a character you want to be seen as “normal” and one your reader can relate to calls for a more common name.
All that “What’s in a name? A rose by any other name would smell as sweet” business doesn’t necessarily apply to fiction writing.