I can't really help you with what to name it, but here are some suggestions of what to avoid:
1. If you have a last name that could be a first name, don't give the kid a first name that could be a last name. "Douglas Marcus" becomes "Marcus Douglas" really easily when it comes to bureaucracy, and it can become a real pain in the rear.
2. Give the kid a middle name. If you want to give the kid an unusual name, make it the middle name. If you have to give the kid an unusual first name, give him a more normal middle name. Don't not give him a middle name, don't give him "just an initial." I have just an initial, and it is way more trouble than it's worth. If you really want to give the kid just a letter, just give him the middle name "Jay."
3. If it is a girl, do not name it Anita. You have no idea who that child is going to marry. Make sure you say the full name of the kid, too, to see how it sounds.
4. Don't give the kid a weird spelling of a normal name. Again, it's a real pain, both for the kid, and for anyone trying to fill in the kid's name. "Zakery" might look cool to you, but it wouldn't be something pleasant to be stuck with your whole life.