We had a girls name picked out in my first pregnancy from the get-go (although it later changed), so we just needed a boys' name, which we could not agree on at all. I remember sitting in the bathtub in our apartment in San Francisco when I was about 3 months pregnant and saying, "Hey, what about Nathan?" Then we decided we both liked Nathaniel better. We had always intended to use J.'s maternal grandfather's name, George, as a middle name, although it was up in the air for awhile because my SIL was pregnant at the same time and she and my BIL were going to use George as a first name if they had a boy. But then they found out the sex at U/S (girl) at U/S and it became a non-issue.
W/ Rose...we didn't like the name we had had from my first pregnancy b/c it was sooo popular: Olivia Rose. But I still liked Rose. Plus, it is also a family name -- my paternal grandmother was named Rose. Rose's middle name is my maiden name (that's why it was never announced online).