At the very least, check the name isn't a registered trademark in a similar business (at uspto.gov), and that there isn't another significant company with the same name globally (opencorporates.com is a good starting point, as well as Google).
You don't want to limit international expansion later by picking a name that is a well-known company already. For example, when Burger King expanded to Australia in the 1970's the name Burger King was already trademarked locally, so they had to rebrand as Hungry Jack's.
Of course also do a Google search to see if words in the name are widely used, perhaps meaning something unsuitable in another language.
Finally, although maybe becoming less important, it's useful if the .com domain is available (either unregistered, or at a reasonable price).
Better to do all this before spending the money on incorporating with a name you might need to change later.