It depends on the character I use.
I have:
-A vampire named Rafael Oscuro (Translation from Spanish -> English: God's Healing Dark) that I use alot for fantasy
-A Wandering Knight named Tenlo Soleran for a more realistic fantasy
-A (mutant?) above average human named Tone when I want to be more original (and for an rp I started)
-A trainer named Luke for pokemon Rps (psychic trainer class)
-An assortment of pokemon that mainly consist of a

:
*Vaporeon (Arroy [Short for arroyuelo, which is Rill in Spanish])
*Weavile (Beth)
*<url=http://www.smogon.com/cap/pokemon/pyroak>Pyroak (Raptor)
*<url=http://www.smogon.com/cap/pokemon/kitsunoh>Kitsunoh (Jake)
*Absol (Tenlo)
*Blaziken (Alev)
-And the one closest made in my image (that I use rather rarely) named after me to which I adapt to the rp.
Plus I'll make generic characters if I think it wont last or I wont have a big part in it.
EDIT: Though if it just mean a video game, usually Rafael, Tenlo, or Arroy. If it calls for a last name, I just use Oscuro, Soleran, or Aquanta respectively.