Warrants are issued for a number of reasons, and you don't have to be a hardened criminal to have one issued in your name. In many states, a failure to pay a traffic fine automatically becomes a warrant for your arrest. It's unlikely police officers will make a special trip to your house for such a warrant, but they will haul you in if they stop you for a minor traffic violation. If you have any reason to believe you have an outstanding warrant, it behoves you to find out and take care of it as painlessly as possible.
Call the clerk of the county court if you are unsure whether your unpaid traffic or court fine resulted in a warrant being issued. If you are uncomfortable with giving your name for fear that you may call attention to yourself, ask about the policy of the court in a general way, anonymously.
If you were supposed to appear in court and you failed to do so, that most often results in a warrant. There are exceptions, especially if your failure to appear was a simple oversight and you contact the court immediately. The more time that passes, the more likely it is that you will have a warrant. Call the agency in whose court you were supposed to appear (city, county, state or federal) and ask what happens in the event of a failure to appear. It is likely you will need to give your name so your individual record can be searched. Sometimes, different rules apply to different violations and there can be a grace period for failures to appear on a misdemeanour. Don't be afraid. Just give your name over the phone, and find out what your status is.
Look up any online resources your state or county may have to check on the public record yourself. For example, in California, Orange County offers a free online search for active warrants. At the state level, the California Attorney General has an online search feature, and in Florida, the Florida Department of Law Enforcement acts as an information clearing house offering e-services as well. Services offered vary by state.
There are countless services that will search the public record for you. The fees they charge vary, but it's quick, convenient and anonymous. "All Government Warrants" is one such service.
Every state posts its "Most Wanted" list online; you may want to check this if your concern is of a magnitude greater than that of an unpaid ticket. The person at the courthouse who you speak to on the phone will not immediately dispatch a SWAT team to your location. It's always best to explain your situation fully and get the most information possible.