If you want really unique names, the GIANT baby name book you want is "A World of Baby Names" by Teresa Norman.

It's huge, it's organized by cultures/countries, and it has almost 600 pages of names (over 30,000 of them) that include pronounciation, meaning, history, associations, etc. Pretty incredible resource, and many MANY unique names.
For simple look-ups, I have "From Aaron to Zoe" and find it really helpful.