Below you will find a small macro that lets you type your text in an
inputbox. The macro will then convert the text to uppercase and insert it
after the current selection, centered and with a paragraph mark after (I am
not sure what you mean by “(character name)” - are you going to insert only
one letter?). Since I don’t know under which circumstances you are going to
use your macro, the macro below may not be what you are looking for.

Sub InsertCenteredText_AllCaps()

   Dim strText As String
   
   strText = InputBox("Enter the text you want to insert.")
   'Insert text followed by paragraph mark
   With Selection
       'Insert text in uppercase
       .InsertAfter UCase(strText) & vbCr
       'The inserted text is now selected
       'Center paragraph
       .ParagraphFormat.Alignment = wdAlignParagraphCenter
       'Position cursor in paragraph after
       .Collapse (wdCollapseEnd)
   End With
       
End Sub

I'd suggest a macro, a new style, and a new toolbar.  This will seem a lot of
work, but bear with me--it will save you a lot of time in the long run,
especially if you do a lot of this kind of writing.  I use a variant of this
approach in my work, and it saves me tons of time every day.

If you're not familiar with styles in Word, first a brief explanation then
the macro code, then the toolbar.  With styles, you can apply multiple
formatting characteristics, such as uppercase and center alignment, to a
paragraph.  By default, Word applies the style Normal to everything you type.
In the Normal template (I hate how Microsoft created confusion by naming
both the default template and the default style the same), you'll find a
number of built-in styles in addition to the Normal style.  In addition to
the built-in styles, a Word user can create unique styles.

In this case, open a blank document and create the style Script Character
Name by clicking "Format/Styles and Formatting. . ."  A list box opens with a
number of styles that are available.  There is a button for "New Style. . ."
which you want to hit.  In the "Properties: Name" box enter "Script Character
Name" (I use this term because you'll see that Word has a built-in
"CharacterName" style already).  For your needs, you can set the paragraph
alignment to center by clicking on the radio button located roughly in the
middle of the dialog box.  In the lower left corner, you will see a button
for "Format" which you can click to get a number of choices, including
"Font."  In the middle of the dialog box that opens you will see the title
"Effects" which includes a checkbox for All Caps.  You can make any other
changes to the font here as well.  Then close the dialog boxes.

Now let's go to the macro.  For the moment, let's assume you have a
character named George in your script.  Here's the macro code for the VBA
Editor:

Sub ScriptWriterGeorge()
'
' ScriptWriterGeorge Macro
' Macro recorded March 5, 2007
'
   Selection.TypeParagraph
   Selection.Style = ActiveDocument.Styles("Script Character Name")
   Selection.TypeText Text:="george"
   Selection.TypeParagraph
   Selection.Style = ActiveDocument.Styles("Normal")
End Sub

Assuming that you want to return to regular spacing, font, and alignment
after you run the macro, which is probably based on the Normal style, the
macro inserts a new paragraph from the cursor position, changes the style to
the defined Script Character Name style, types "george" (but because of the
style will capitalize that word and center align it), inserts another new
paragraph, and returns the style to Normal so that you may enter the dialogue.

Here's where the new toolbar comes into play and makes your life easier.  
Right click anywhere on your toolbars and you'll get a list box with a number
of toolbar entries.  Look at the bottom and you'll see an entry, "Customize."
Click on that, and you'll get a dialog box with three tabs.  Select
"Toolbars" and then "New."  You'll get another box asking for the name of the
toolbar.  For your purposes, "Script Writing" should do.  Close the dialog
box, and you should see a new, small toolbar hovering in the document window.
Drag this toolbar to the existing toolbars and drop it so it anchors there.

Again, right click on the toolbars.  This time, select "Customize" and
"Commands."  In the left list box "Categories," scroll down and select the
entry "Macros."  The right list box will now display a list of macros,
including "ScriptWriterGeorge" (by the way, it may say something like
"NewMacros.ScriptWriterGeorge" or something similar).  Click and drag this
macro to the Script Writer toolbar.  When you release the macro, it should
anchor to your toolbar.  Before closing the Commands box, right click on the
new toolbar button, and you should see a list of items open.  The third entry
is "Name," and if you position the cursor in the associated box, you can edit
the name of the toolbar button.  I just made mine "George."

Repeat these steps for each character in your script, creating a new macro
named "ScriptWriter(Name of Character)" for each character.  You should have
a toolbar with names of each of the characters in your script.  When you want
to enter their names, just hit the toolbar button.

All this seems a bit involved, but once you've done it the first time, it
takes very little time to copy the steps for each character.  I just created
a second macro and toolbar button for a character named Bill in less than 90
seconds by copying the original macro "ScriptWriterGeorge" and changing the
name to "ScriptWriterBill" and the third line to "bill."  And now, instead of
having to call the macro and type the name of the character each time, you
just hit the toolbar button for the character's name and your hard work pays
off.

Hope this helps!