I was going to suggest Lillian Vernon too, for things like pencils, pencil cases, etc.
You didn't say how old your DD is, but mine got a large bead/jewelry kit a couple Christmases ago. It had regular colored beads, plus a bunch of alphabet beads. She LOVED making her own name bracelets and keychains (not that she has any keys, but she hung it on her backpack). You can get the kits at Michaels in the kid/toy section. Usually great prices on Black Friday or with a 40% off coupon.
She has a name that is not especially uncommon, but it is NEVER on the license plates/waterbottles/keychains/etc.

She gets so irritated when we find her sister's name on something, but not hers.
ETA: Check out any large craft shows in your area, too. We have gotten ornaments, necklaces, art boxes, etc. at our local craft show every November. The vendors generally personalize them on the spot, so you can get any name you want!