If you're using Windows XP/Vista/Win 7 ->

Start->All Programs->Accessories->System Tools->Character Map

Copy and paste the characters that you want to use (Note: not all characters that you see in the Character Map will be available on WoW, but most of them are).

EDIT: Also, when you double click on a special character in the Character Map, the Keystroke will appear on the bottom right-hand pane (e.g. for an a with a circle over it, the Keystroke is ALT+0229. You're going to want to make a note of any special characters that you have in your character names so that other people will be able to easily contact you. If you go into WoW and type ALT+0229, you'll notice that nothing happens. To get the character to show up, you'd type ALT+0229 and then hit another key (spacebar or any key will work).)


Cheers.