Check this thread for some ideas.
That's definitely a good one to get some names. For 5x5 I usually make a list of some "top" MRs. I include all of the next-in-line-for-saves guys, as well as guys with under/around a 2.5 ERA, with a low WHIP, and nice K/9. I rank these guys based on ERA, then move the next-in-line-for-saves guys with low ERAs to the top.
I take a look at past year's performance to make sure I don't get a Cla Meridith one hit wonder. If I miss out on a good MR, fine there's more of them out there that put up good numbers.
Then I bump any guy that pitched more than 80 innings the previous year down a notch. I read an article about relief pitchers pitching over 80 innings before the season last year and then Scott Shields had a bad year. Not 100% sold on that, but again if there's a guy that would put up similar numbers with less injury risk might as well take him.
Then take you rankings list and put it at the very bottom of your stack. Leave it there until about 4-5 rounds before the end of your draft. People are getting wise to the value of MRs, so if you wait until the very last pick the top ones may all be gone. However, there's no reason to spend low-teens picks on MRs (there's always someone that take Zumaya in the 10th round or something) when there's so many that can put up similar numbers.