Searching for an available domain name, such a frustrating experience :(

Disclaimer: This is a domain rant.
Probably this has happened to you. You want to start an online business, you read about SEO and come up with a few alternatives, then, you go to your domain registrar, search, and everything is taken! It's not even that there are websites under the domains, they're just taken, with no real benefit for anyone, and, if they're for sale, the demanded price is just insane!
-End of rant.

What's your strategy when choosing a domain name?
Chris