Nicknames, eh? Well, it really depends on how I feel during the begining of my run-through of the game, and how long I've own the game myself.
Usually if I'm playing a brand new game, along with brand new Pokemon, I often don't nickname them, as I spend this time getting to leanr their names, strengths and weaknesses. However, after I've gotten used to anything new and important I might need, then I may begin to name them. However, if I've started a game without giving them names, then I wont start mid-game, but would have to restart in order for me to nickname them. I know it's strange, but that's just me!
I usually try to avoid cliche nicknames (Sparky the Pikachu, Night the Umbreon, etc.), and will often check the internet for names with meanings about the Pokemon in them rather than just the theme itself. For example, I did once own an Umbreon which I had nicknamed Callisto, which is one of Jupiters moons.