I always nickname my Pokemon, either with references or actual names. I named my first Pokemon ever (a Cyndaquil) Cindy. I'm pretty sure he was a, well, a male. Oh well. I also had Blaze the Blaziken, Hydro the Kyogre, Draco the Kingdra, fun stuff like that. I had actual nicknames back then, as opposed to more real names now.
Some times I had teams with a certain theme, like I had a Broadway musical character team in a Silver run:
Yero the Typhlosion
Fae the Xatu
Gabe the Umbreon
Elle the Wigglytuff
Jamie the Lapras
Sherry the Scyther (not a character, but a song from a musical... kind of.)
I also sometimes name characters after songs. I have Vinternoll the Glalie. Also, HM Slaves usually get really weird names, or names of celebrities I dislike. Yeah, I'm a horrible person. (Paris the Zigzagoon was actually quite useful with her Pickup ability, though.) I try to avoid using nicknames twice as well.
My current team in Pearl is:
Loren the Empoleon
Raphael the Staravia
Cathi the Chimecho
Shoshana the Roselia
Mimi the Misdreavus
