I've been trying for a while to learn all of the original names for quite some time now, as I watch both the English dub and the original Japanese broadcast of the show, and also import the games.
They're also an important part of each monster's history, as they were the first names given to them, and sometimes tell a deeper tale of their origins than the other-language names, given at later dates. For instance, to fully understand the controvery with Kadabra and Uri Geller, a magician who perviously sued Nintendo, one need look to the original name of Kadabra, which romanji-izes to Yungeller, a corruption of Geller's name.
Not to mention, some are just so much cooler, and I love looking at all the wordplay and puns they use.