I don't usually know when my pokemon are nicknamed, 'cuase I usually look for Japanese pokes. Sometimes they're kind of stupid, but i breed them and release the ones i got in the trade. It has happened though.
On my Pearl, (Which I hacked badly and gotten rid of in early '08. Lol) I was on the GTS, looking for a Dragonite. I found 1, it was Lv.98, SHINY, and nicknamed...Draculous. yeah. I did end up trading for it, a Lv. 63 Jolteon. It was pretty awsome, I must admit.
On Platinum, (Storage) I Have 4 Boxes Full of Japanese Mons and they rock. Lv. 87 Japanese Aggron, for a Medicham, Lv.45.
I guess it's just a matter of luck, When you find someone who's not greedy and makes a good offer. On another note...
This happened like right after the Darkrai event, when the Member's pass was distributed. Looking to see how many people would trade their brand new darkrai, I find one result. It was the level you can catch it at, (I forget. 50?) and it was SHINY. Un-nicknamed, and guess what he wanted... A BUNEARY. I rush to Eterna forest, catch one, and rush back; I go back to it and...It won't let me trade the Buneary. It fit all the requirements, (a female buneary was it) but it was darkened. This has happened to me on many occasions, where it wont let you trade you pokemon even though it fits all requirements. Anyway, I've kind of gone off topic, but I didnt see the need to make a thread with almost the same topic. ^_^