I like to give my characters sexy names.
For example, my WoW character names include Empyrrean (death knight), Abditus (mage, but it suits a rogue better), Absolution (paladin), Tamino (hunter), Obseqium (priest), Obsequium (warlock), etc.
If I make a warrior, I'll call it Empyrean.
If you're wondering what a few of these names mean:
Abditus = unseen (fitting for a rogue)
Obseqium = obedience (fitting for a priest or warlock, as warlocks dominate their demon pets into obedience and priests obviously obey some sort of deity)
I only bothered to look up what the word abditus meant after I reached about level 60 on my mage, so my mistake.
In Supreme Commander: Forged Alliance, I name my ACU "Lord Empyrrean" so it ends up with the name "CDR Lord Empyrrean". Doesn't "Commander Lord" (or the other way around) sound like a bad-ass military rank?

I also name my strategic (i.e. nuclear) missile launchers things like "Plan B", "Mark I", Mark II", "Apocalypse I", "Apocalypse II", "Absolution", etc. The last example of this was when I constructed four strategic missile silos in a basic triangular pattern along with adjacent power plants and such and then renamed the missile silos to "Mark I", "Mark II", "Mark III", etc. I'll also give them such names even if I end up constructing them in different positions throughout the base or even throughout the whole map. I only ever give custom names to the important units/structures though, like my ACU, my strategic missile launchers and such.
I love that Supreme Commander lets you give custom names to any of your units and structures while in-game on the fly, despite being an RTS. Awesome.