Same here, I look up baby names for my characters
Google! 
Lol! That's usually where I start for most names.
The name Genii was inspired by my trip to Cambodia. The Genii are good spirits who fight evil spirits in Khmer mythology. They are featured in Assyrian and Egyptian mythology too. It's also plural for more than one magician/genie which is actually perfect considering what happens in my story. 
Mostly though... I just wing it.
I have quite a few methods actually lol. I come up with on my own, some I use a name generator for, a few are just words I think sound cool, and if I’m really stuck I’ll watch movie credits for inspiration.
Names I like mostly. I hate naming things. I'm really bad at it. So I just write down a bunch of names and then look up what they mean and try to at least somewhat match them to personalities. Then promptly forget the meaning behind them lol
I try to name them like a parent would, relatively blindly. A parent doesn't know what their kid will turn into and I think it gives them more believable names. My MC Cassius is named after his aunt for example and his brother Darrius was named after his grandfather.
I also have characters who havw names that are considered common for their culture and others who had parents that wanted to give them very auspicious names.
I name them based on personality and what not. I use common and uncommon names, sometimes not heard of; one of my characters in my series has an unheard of name. It came about from a play on word joke XD
I'm the creator of "The Remarkable Rabbit Boy"
The way I name my characters is pretty simple, and pretty much based on their "thing". That is, the thing that basically defines them as a character.
Rabbit Boy - The main character, a 12 year old boy with rabbit ears, who has powerful legs and can jump super high.
Foxline - A woman with fox ears and a fox tail, with control over the bandages lining her arms
Hyperion Man - Light City's most powerful hero, with Light Powers, based on Greek Mythology's Titan of Light.
Bloodarm - A villain with blood control and a powerful arm made entirely of blood.
Goliathan - A very large and powerful entity that Rabbit Boy thinks is his conscience.
Mostly just random words and names that I think is cool or interesting. Sometimes I will do an alternative spelling of a word mostly to not confuse readers.
So...
Tabu instead of Taboo
Dai instead of Day
Nu-Mun instead of New Moon
I think my weirdest name choice is Shoo-Fly which is named after the song.
Baby names websites... random name generators... I also have a note book where I just write down names that sound really awesome and later on I go back to it and take names from there.
The problem then becomes not re using names in future stories, 
also make sure you don't use a name you plan on giving your future kids... it is just awkward especially if your story goes big one day... lol
Another fun thing to do is to go on sites like behindthename.com and their random name generator, because you can see the name meanings and name your characters something that has to do with who and what they are. I feel like that always helps and is a little Easter egg for people to find one day. lol
I don't think about it too much, to be honest. Unless I want the name to hint at something thematic for the character. I usually look at other stories, Facebook friends etc and I try to make sure characters name vary in terms of length; we don't want a John, Jack and Jeff as friends. Gets confusing. lol
Ufufufu. Get on my level.
I come up with the names first, THEN the characters. So long as the name sounds cool enough, it'll find itself a match.
Whenever I'm just enjoying some fiction, I keep a look out for names that I think are unique or just kind pretty & fun. (Lauren, Jude, Brooks, etc.) I write'm down on a word doc and when I need to name an important character, I grab one from there! If it's for an unimportant character, I just use a generator for online.
If it's for a fun and hammy series, I go with a pun. Y'know, like an evil fish dictator named Tiberius Claudius Nemo.
Really lazy with naming actually. I go with whatever the character seems like they would be names and I don't really think much more beyond that. See all the DoppelRips for example. Very little goes into naming on them.
If it's a character based off of mythology...I just use that name and add an extra letter or something xD
I hit an old medieval name listing for my fantasy novel. The human names I might take as is. The non-human names I will often modify the name somewhat. As for which I pick I just go for the names that sound good to me when spoken out loud.
My English literature courses have taught me that names are important, and meaningful names can add depth to a character. But usually my characters start with a doodle that I feel drawn to, and then I let the character suggest additional information about themself if that makes sense? Like based on what they look like, how would they act and what would their name be. Sometimes I just bounce around a few names that "sound right" for a particular character until I find the one that seems to fit best. For a story I am working on now, I have a character who is interested in Greek mythology, and borrows names from that for her many alter egos, usually related to what she is doing or intends to do while using the name. As a personal rule, I don't like to give my characters the names of people I know (unless it's a very common name) because it feels weird to me.
I like your idea of using shadow-themed names for your villains 
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