We let the animal tell us what its name should be. Three of our basset hounds came named, but the fourth was a stray that we had to name. We settled on Penelope- cute, a little bouncy, and just seemed "right" for her.
Our first cat was all black, and I named her Bastet after the Egyptian cat goddess. Our current cat is Rajani, which is one of the names of Kali.
There are websites with pet names, and mythology names, so read through them, and see if something clicks! Oh, and check into rescued dogs- all of our pets have been rescues and they're fabulous. There are issues around getting dogs from pet stores (frequently they're from puppy mills and of questionable health status and breeding) or from breeders (expensive!!!!! and not necessarily healthy).
And congratulations on your upcoming new addition!
I pledge allegiance to the Earth, one planet, many gods, and to the universe in which she spins.