It's tough. I have long been fascinated by the social science of baby names and have read tons of books and articles on the subject.
DH is a boy so he's well, less interested. So far we've had some casual conversations about it. Most of the names he has come up with I don't like. Except for one girl's name - Amelia - which I was strangely drawn to. But then he looked it up and found one of the potential meanings is birth defect, and he's now nixed it. And I still can't stop thinking about it!
We're planning to use the sports playoff method to narrow our choices down. Pick at least 16 names and then pair them off against each other as if they were playing a game. Then use certain criteria to decide which name wins - likeability, popularity, sound with our last name, etc. We haven't started this yet since I'm only eight weeks, but I've been secretly writing down baby names and making lists.
I am decidedly more excited about it than DH is though.