ccTLDs (at least in English speaking countries, as well as in those where your products will be purchased)
try to guess possible common misspellings (see how clients, employees and family members casually misspell it. One of my brand names has a popular misspelling that shows up in Google Keyword Tool results and a domainer's software purchased it because there are so many queries for it)
"sucks" variants
brandnameforum variants
variants consisting of your brandname and any words that sometimes precede or follow the name when spoken. Can be anything from the word "the" at the beginning of the brandname to the word "software" at the end of the brandname (brandnamesoftware.com)