I did one crazy thing and one less-crazy thing.
On the Social Security website, I figured out how to call up every name that has been used 5 or more times in several different years (maybe 1900, 1920, 1940, etc.?). I put them all in a spreadsheet, eliminated the duplicates, and then went through that and eliminated everything I wouldn't consider. I gave that to Jen as a starting point.
The less-crazy thing was buying The Baby Name Wizard, which has partly the format of a traditional baby name book, but also 100 pages of "Style Families" to help you figure out what kinds of names you like. (As an example, my son's name fits under "Timeless" and "Antique Charm." My daughter's name fits under "Ladies and Gentlemen.") I found it to be a really helpful book.
In the end we each made lists of our top 30 choices and cross-referenced them. We named our daughter after my grandmother (but we use a nickname for daily use), and her middle name is a synonym for Jen's middle name. Our son's names are just two that we liked. Jen's favorite boy name is #2 in our state, so we used it as a middle name.
Twins are hard. We wanted similar style/feel, but different first initials, nothing rhyming, and no famous pair - especially since we have boy/girl twins and had to avoid romantic pairs. You have to find things that each sound good alone and with your last name, and sound good together. It was a very fun process though - and we absolutely love the names we chose:
or, Meg & Henry
(aka Nutmeg & Buddy, Lady Baby & Mister Baby, Meggers and Henny Penny)