Try a play on the words "tenshi" (angel) 
or "tsubasa" (wings).  You can find out short 
secondary words that fit the character, such 
as "flaming" or "dark" and combine.  For example, 
da-tenshi means "fallen angel" (although I heard 
that may be taken already).

Another cool resource (for the language-impaired, 
like I am) is this site, which tells you what a 
Western name (from A to Z) stands for in Japanese 
(including their romaji version):

http://www.takase.com/Names/NameInJapanese.htm

Hope that helps guide you a little bit.