I don't nickname my Pokemon. It really ticks me off when I get an event/legendary/etc. Pokemon via trade that's nicknamed and they didn't tell me. I have a Deoxys on White version, but I never use it solely because I really dislike its nickname.
I did nickname my Larvitar, but I seriously nicknamed it "Larvitar" (so it wouldn't say "LARVITAR"). I don't plan on evolving her, considering I only have used her for contests.