My "fursona" is just one of many characters in a cast I've been developing over the years, having in mind some sort of TV-PG type cartoon (slightly adult in content, but relatively kid-friendly). All of the names of the characters I've come up with are cheesy puns, usually referring to some aspect of the character's personality. That's my rule when I'm coming up with a character- the name has to be a terrible pun.
For example- my main character (or "fursona", the one who's most like me) is a prank-loving amateur comedian, so his name is Joe King (sounds like "joking"). Other great names include:
Pocha Cola
Paul N. Mulleg ("pullin' my leg")
Mike Raphoni
Otto Water
Spot DeBal
Phil Aemer ("flamer")
David Burn
Caesar Passing
Ed Eucater
April Shauer
Cole Shauer
Not that I imagine anyone gives a crap, but if you'd like to read a little about each character and why they fit their names, I have a thread in the Character Galleries section titled "My little band of misfits".
More to the point though, Dirtcopter if you'd like to give me a brief description of the character you had in mind, I'll throw you some pun names relating to your fursona's personality. I love trying to come up with good ones.