If the setting is in a city or state that isn't deeply familiar to you, looking through websites for local newspapers, schools, volunteer organizations, and so forth can be a good source for names and help you get a feel for unique regional trends in first names and prevalent ethnicities for surnames. That name list above, for instance, would seem fairly unremarkable for a lot of cosmopolitan mainland-US settings like the DC-metro area, but for other parts of the country, say a piece set in Hawai'i it would feel very, very wrong unless most of the characters were meant to be military, tourists, or otherwise non-local -- too many European surnames (and too many of them from the wrong source countries), nowhere near enough Chinese or Japanese surnames, and no Hawaiian or other Pacific Islander ones; similarly the first names, while most of them could work individually, taken as a group also give something of the wrong feel if it was meant to be a local-born group -- no Asian names, no Hawaiian names, and none of the uniquely local-fied versions of common English names. I see similar issues a lot when non-native writers are trying to do Indian characters -- there's often a regrettable tendency to go for awkward-literal-English-translation names like the sort you'd see in Dances With Wolves, and while you *do* see that sort of thing a lot in some nations, it varies an awful lot; there are groups where I would expect the most common surnames to be English, or French, or Spanish, or Russian, or even untranslated names from the relevant native languages. A lot of that sort of thing goes back to which European group was the first one to make contact with that tribe, or the most politically dominant one in that region; a little bit of historical research and a glance at local newspapers, tribal government websites, etc. for names will help keep a writer from coming up inappropriate "generic Indian-looking" names.

Now those examples are a bit more dramatic than a cosmopolitan multi-ethnic urban setting, but even there the same principles can help you get the subtle little elements of place to have more of the right feel; figure out where this is set, what the demographics of the city or state are, whether most of the characters are local or out-of-towners; also, don't forget the influence of religion on naming choice -- a character named "Brigham" or "Moroni" is probably from an LDS background, for instance!