How to come up with an original name for yourself?

When I move to the U.S. from my native country I want to change my current name to something that sounds better in English, but I also don’t want it to be a generic name and I especially want to steer clear of any religious connotations. I can’t say I’m an overly creative person so I have no idea where to start. What do you think? Where do I look for a name that is unique but not completely nonsensical?