On naming pokemon you need to have their history and personality in mind. Where they raised by a trainer? If so when they rebelled would they retain their trainer given name or revert to a new/old one when they were wild? Would they take a human like name (Kevin, Scott, etc) implying they are equals or would they decide to create their own names implying their freedom and the loss of human influence over their lives.
Personally on my characters I usually go a MMORPG naming route and make up something that sounds cool in my head often with a theme (like in one game I played a Norseman so gave him a Norse like name). Skyna is actually a very common MMORPG name for me (which started as Skynna but I recently took off one of the n's). The reason for Skyna in this DOG being Shiny is that I named her Skyna and adjusted her appearance to fit :p
