An early and very comprehensive collection of name links was Eponym (now defunct).
The Medieval Names Archive is designed to help historical re-creators choose authentic names.
Kate Monk's Onomastikon (no longer maintained by her) is a large collection of names from a myriad of cultures.
Unusual, Unique and Creative Names advocates names which don't make the top 10.
The forum at Baby's Named a Bad, Bad Thing pokes fun at some of the outrageous, overly-creative, and overly-trendy names given to children these days.
The Kabalarians take a numerological approach to name meanings. They were among the first commercial name sites on the Internet.
Sites devoted to baby names include the ever-popular babynames.com, babynamer.com, and many, many others.
Sites focusing on name history and meanings include Edgar's Name Pages, The Alias Collection, and this website.
The popularity of American names is covered at the SSA's website.