It's not from Xbox Live, but I think the best screen name I've ever come across in a shooter -- or at least the funniest one, is "your angry ex-girlfriend." Think about it; "You killed your angry ex girlfriend" "You were killed by your angry ex-girlfriend" "your angry ex-girlfriend killed (insert name here). I've seen the standard "Your mom," "Yourself," and so on, but "your angry ex girlfriend" just takes the cake.