Always! My beers are all broken down into named series (typically by inspiration), and each series has a theme for the names and a consistent label design for the beers within it. I ended up picking this method since it makes for consistent names but lets me be creative and not have to stick to a single theme.
As far as favorite names... My punchy PNW-style DIPA is called Vicarious Trauma, which I like. I have an entire series devoted to experimental styles/weird attempts that are all named after fetishes though, so... >_>