I usually go with something that reflects my playing style and/or character. And really basic.
For example, I went with "tsumi" (for my elf girl "Templar" character) in "QoD"; she's fast and does a lot of damage when I arm her with a pair of assassin nails (think: Wolverine's claws) while running around slower people. Did I mention I like basic?
One of the oddest names that I had seen was "Banana Juice" - but in katakana - for "Kizuna". The player just wanted to have some fun...
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"If ignorance is bliss, then why aren't more people happy?" -- Misc.
Currently listening: Nadda
Currently reading: Procrastination for the win!
Currently playing: "Quest of D", "Border Break" and "Gundam Senjou no Kizuna".
Waiting for: "Shining Force Cross"!