While it can be tempting to do with something exotic or unique, I would shy away from anything too unusual that might cause the child problems. I would make sure it sounds good with my last name and also consider what kind of nickname might be coming from it.
When I was a teenager, I really thought one day when I had a daughter, I wanted to name her Dagmar. At the time I loved that name. As I got older I realized, kids being kids would likely call her DogBarf....but because that is what kids do.
So I choose nice, pleasant names that were not too unusual.