Coolest fantasy or sci-fi name

[TheLazyKnight]

The Crooked Warden aka The Nameless Thirteenth.
A god from the Gentlemen Bastards series by Scott Lynch.

 

[GundamSentinel]

Lighthugger spaceships from the Revelation Space Universe have such epic and utter nonsensical names. What captain calls his four kilometer long interstellar spaceship Accompaniment of Shadows, Wrath Ascending, Stasis in Darkness, Gnostic Ascension, Madonna of the Wasps, Nostalgia for Infinity, Silence Under Snow, Third Gazometric, Transfigured Night or Zodiacal Light?

 

[Sonicron]

And again the rich universe of Warhammer 40.000 has all the awesomeness I need.

Ahzek Ahriman. Ezekyle Abaddon. Horus Lupercal. Rogal Dorn. Conrad Kurze. Leman Russ. Phosis T'Kar. Ferrus Manus. Jaghatai Khan. Kelbor Hal. Ohthere Wyrdmake. Davian Thule. Björn the Fell-Handed. ... A whole universe of strong names, and these are just characters; there's some great stuff to be found among ships or even planets, too.

 

[Hollywood Knights]

And again the rich universe of Warhammer 40.000 has all the awesomeness I need.

Ahzek Ahriman. Ezekyle Abaddon. Horus Lupercal. Rogal Dorn. Conrad Kurze. Leman Russ. Phosis T'Kar. Ferrus Manus. Jaghatai Khan. Kelbor Hal. Ohthere Wyrdmake. Davian Thule. Björn the Fell-Handed. ... A whole universe of strong names, and these are just characters; there's some great stuff to be found among ships or even planet, too.

Yet another example of 40k owning the competition! I'd have to add Kaela Mensha Khaine to the list.

And from gaming, Bryan Fury.

 

[elbryan108]

Ghenghiz Cohen, known as Cohen the Barbarian

 

[Spaghetti]

Either:

Zaphod Beeblebrox
or
Slartibartfast

Oh and as for a species, you can't go wrong with the "Silastic Armourfiends of Striterax", the "Strangulous Stilettans of Jajazikstak" or the "Strenuous Garfighters of Stug"