I have to make my real name more conventional in order to fit in some games. Things like getting rid of the silent 'o' and stuff.
Also, add some y's in there and mix a bit around and we've got... Pyrir. Or Piityr, which is pronounced the same. I like it because it's like my name, and will fit in virtually any genera. Although for a change of pace, I went with "Mack" for my knife-wielding Fallout 3 character and never looked back.
Sometimes I go with a He-man-ish combination of masculine syllables. Start with something like Va, with a good "v" like Vulcan or Violence. Then something scottish... Ness? Loch Ness? Yes. What's manlier than a giant icy lake in scotland full of prehistoric monsters? Then... godliness; specifically, a sun-god. Something that sounds like the name of some anchient sun god. Maybe Sa. Simple, guttural, almost... YES.... put those together and you've got yourself one manly name.
Anyway, I agree that part of the Name Your Hero thing is about identifying with the character. However, it's not always necessary; Half-life's Gordon Freeman was a more visceral character than The Nereverine or The Imperial Champion in TES. This is because you get called Gordon, people talk to him (well, at him), and you hear them. But nobody actually says your name in TES...
Also, Inaluk's pretty awesome for a name if you ask me.
Itesnik? Knarf? I didn't realize there where any Franks left. I thought they died out in the '70s. Maybe they're more populous back east.