You'd think Gold Roger would have been merely his epithet, but no, his name is actually Gol D. Roger.
Other cool people have a "D" middle name like Monkey D. Luffy or Portgas D. Ace. Considering Ace was Roger's son, he could be called "Gol D. Ace". Gold Ace? Yes.
The One Piece world is rife with these: Trafalgar Law, Boa Hancock, Roronoa Zoro (recursive transliteration of L'Ollonais Zorro), Fisher Tiger, Nefertari Cobra, Bartholomew Kuma, San Juan Wolf, Jesus Burgess, Avalo Pizarro... seeing as many names are Shout Outs to real life pirates, this comes as no surprise.
One has to wonder how did Garp convince his wife to name their child Dragon.
Silvers Rayleigh is a kickass name, befitting the right hand of the Pirate King himself.
On the Revolutionaries' side, aside from the aforementioned Dragon (Whose full name, Monkey D. Dragon, sounds even more badass), we also have Emporio Ivankov.
That's not even close to being the end of it: There's also the Living Toy Thunder Soldier (whose real name Kyros is equally badass), Donquixote Doflamingo, Dracule Mihawk, Dr. Vegapunk, Edward Newgate (Whitebeard's real name), Don Chinjao... The list goes on.
Cowboy Bebop has a number of examples, though various characters might be living under aliases:
Spike Spiegel. When asked if Spike was Jewish due to his last name, the creators responded that they just thought it sounded cool.
Asimov Solensan, the bounty head in the first episode.
Faye Valentine, the sexpot. Faye's first name is apparently not an alias, since it is used by a childhood friend.
Ed claims that her full name is Edward Wong Hau Pepelu Tivrusky IV, but it's really just Françoise.
Françoise Appledelhi is still a pretty cool name.
Martian Successor Nadesico. "Jiro Yamada is just the boring old name my mother gave me. Gai Daigoji is the name that belongs to my soul!!!"
Even better if you know that Jiro Yamada is about as generic a Japanese name as you can get (basically the Japanese John Smith.)
Dragon Ball Z gives us Satan Hercule, professional martial artist and strongest human not to use Ki attacks (with the sole exception of his daughter, Videlnote which is an anagram of "devil", unless you count that Gohan taught her to fly). His real name is Mark.
These names often mix into Narm territory as well. I mean, where else can you make the names Quattro Bajeena, Jamitov Hyman and FullFrontal work out?
Well full frontal can refer to a full on assault, so it also doubles as a shout out to the missing-in-action Char Aznable's combat style so its still epic.
In contrast to the relatively normal shinigami names in Bleach, the Gratuitous Spanish names of the Arrancar gave us such gems as Grimmjow Jeagerjaquez, Coyote Starrk, Gantenbainne Mosqueda, Wonderweiss Margera and Ulquiorra Cifer.
Relatively normal names? Yasutora = "peaceful tiger", Uryuu = "rain dragon", Toushirou = "winter lion", Rangiku = "war chrysanthemum", Retsu = "fierce"... Plus there are a number of puns where the pronunciation evokes a special imagery even though the kanji are different. "Byakuya" = "midnight sun", Urahara = "reverse", Aizen = "gentle calmness", etc.
And this goes double for the zanpakutou whose names are either incredibly cool ("MOON SLAYER"), incredibly weird or, mostly, incredibly silly.
Hilariously defied when Ichigo started to call Kon by that name. Kon himself disliked that name and requested Ichigo change it to Kai, but Ichigo refused simply because he hated the fact that it sounded kinda cool.
InuYasha gives us yet another Byakuya ("Midnight Sun", as mentioned above),Magatsuhi ("God of Destruction") Bankotsu ("Reckless Courage"), Naraku ("Hell"), and, the one who doubtlessly takes the cake, Sesshomaru ("Deathly Perfection" or "Circle of Death"). The latter three are as Badass as you'd expect.
Inuyasha himself qualifies - the meaning is nowhere near as awesome as the others, but a name that means "Dog Demon" has some cool points going for it.
From Soul Eater we have Soul Eater Evans, and not to mention, Black☆Star (The star symbol is literally in his name). Death the Kid also deserves a mention here.
You can't forget Marie Mjolnir which means Marie the Grinder.
It could be that most of the cast are deliberately aiming for this trope in-universe, as NOT explains that the students can register at the school with whatever name they please, and there are numerous examples of their names being very appropriate to their role.
Fullmetal Alchemist is a testament to awesome naming. Names like Roy Mustang, Riza Hawkeye, King Bradley, Jean Havoc, Kain Fuery, Vato Falman, Van Hohenheim and Basque Grand make children wish their parents had thought of them first. And that's only a fraction of them.
Van Hohenheim's name comes from real-life Philip von Hohenheim, also called Theophrastus Philippus Aureolus Bombastus von Hohenheim, or Paracelsus for short.
Trigun: "I am known as Valentinez Alkalinella Xifax Schidabohertz Gombigobilla Blue Stradivari Talentrent Anita Hore Pierre Aundre Charton Haymoss Ivanovici Baldeus George Doitzel Kaiser III. Don't hesitate to call."
Not actually an example, though. Millions Knives, though? Oh come on.
And even then, Vash the Stampede is a pretty boss name.
Right until you realize the French "vache" means "cow".
Nicholas D. Wolfwood. Go on and say it, it just flows so perfectly.
Cyborg 009 has G.B., short for "Great Britain", and Jet Link, the team's flight specialist.
Light Yagami in Death Note. Several character remark what an unusual name it is, though it's never explained why his parents chose it. The creator said he just thought it sounded interesting, and discouraged trying to find hidden meanings.
It does, coincidentally, mean that the trope Light Is Not Good apply to his character by name as well as by his alignment.
Minato Namikaze. I forget if his first name means anything, but his family name is something like combines the words for "wave" and "wind". (His first name means "port", as in the place where ships go).
Kisame warrants mention, as the only thing his name can mean is "Demon Shark", which you really have to question anyone really having, even if it is appropriate.
Rock Lee and Might Guy.
Gamabunta, the boss toad
Zabuza means "Never cuts twice". He's an assassin by the way.
In Shakugan no Shana this is a culture in Crimson society considering all Flame Hazes and Crimson Denizens don a name that describe their being/ what they are. It's also a common practice for them to address each other not by name but their Flame Haze name. In case of Crimson Denizens it's justified considering their appearance is what they choose to represent themselves in human world, for example.
For Flame Haze we have Shana, Flame-Haired Blazing-Eyed Hunter. Margery Dew, the Chanter of Elegies, and the latest one is Yuji who in final volume of light novel gain the name World Wandering Ascetic.
Magic Knight Rayearth has some pretty badass names if you sit to think about it! While Hikaru may sound like a rather generic name - Hikaru Shidou translates into Light of the Lion Shrine. Umi Ryuuzaki means Dragon of the Sea. Fuu Hououji means Wind of the Phoenix King Shrine. Just take a moment to imagine introducing yourself that way in society~
Everyone else - and I do mean everyone - is named after CARS! CARS PEOPLE! Lantis (Mazda Lantis), Zagato (an Italian automotive design studio), Clef (Mazda Clef) and Emeraude (Mitsubishi Emeraude) are just a few examples!
Mikado Ryugamine from Durarara!!, whose name roughly means "Emperor of the Dragon's Peak", and I'll be damned if that doesn't qualify for this trope. It sticks out enough to be lampshaded by a few characters.
There's also a later case in the novels, where Kasuka thinks it's cute to name his kitten Yuigadokusonmaru (which, removing the common name suffix of -maru, means "only I am holy.")
"Hitokiri" was a title/name given to the assassins of the Ishin shishi, for Kenshin they added "Battōsai" since he was a master of the class of sword techniques known as "Battō-jutsu" which may roughly translate as "shredder/ripper" -he deserved it, but since "The shredder assassin" didn't make him sound much like justice, during his prime people added the title "he who makes blood rain", he later says he holds no attachment to that name.
Rocketbilly Redcadillac, from the second game. These guys know their stuff.
Bear Walken. Makes sense, as this series and Trigun share the same creator.
Even minor scientist character Laguna Glock gets one. And then there's Bob Poundmax. In the world of Gungrave, even if your own name is calling you a tremendous fatass, it still sounds awesome.
The main character of Outlaw Star is named Gene Starwind. There are people who'd kill for a name that cool.
Knight Schumacher from Future GPX Cyber Formula, who is said in-series to be the best driver (up until Zero). In fact, he is named after Michael Schumacher (who was in F3 at the time the character was introduced) because the producers of the show thought that it sounded like a fitting name for a very fast driver.
Wolfgang Grimmer from Monster. It's not his real name, though.
Very common with Japanese names in anime and manga. Due to reasons explained in the Real Life section they can be difficult to translate, but unlike in Real Life, many anime/manga authors are going for a specific meaning when naming their characters.
Speed Racer. Lots of good names in the American dub. Ace Deucey, Cruncher Block, Mr. Fixer, Inspector Detector, Ivonna von Vondervon, Lightfingers Klepto, Professor Anarchy, Rock Force, Rudolph Elegantor, Skull Duggery, Snake Oiler, Splint Femur, Zoomer Slick.
It doesn't stop there. The other characters in artbooks include Black★Devil Girl, Black★Gold Saw, and Dragon Slayer. These are not nicknames.
Black Lagoon, due to practically every character being Only Known by Their Nickname, does this. The crowning example is probably Lotton the Wizard, who almost certainly picked the name to try to make himself sound cooler.
Fairy Tail is full of them. Natsu Dragneel/Dragion, Gray Fullbuster/Surge, Erza Scarlet/Knightwalker, Zeref, Gildarts, Ren Akatsuki, Makarov, Laxus, Gajeel Redfox, Juvia, Levy, Hades, and Zancrow.
And from the latest chapters, we have Bluenote Stinger, Sting Eucliffe, Rogue Cheney, and Minerva.
Yu-Gi-Oh!'s Maximillion J. Pegasus'' deserves mention for sure. (Despite the difficulty in hearing/saying it without snickering.)
His successor is no worse off, him being called Chronos de Medici; his last name doubles as a pretty sweet Shout-Out for the influential Medici family that produced no less than 4 popes and was one of, if not THE most wealthy family during the late 14th century, even sponsoring Leonardo Da Vinci and Michealangelo on top of being one of the driving forces of the Renaissance period.
From Berserk, we have Guts. Dude, GUTS. No explanation needed.
In Persona 4: The Animation, the MC is named Yu Narukami. Narukami can be translated as a Thunder God, which is cool in itself but also significant because his primary Persona, Izanagi, is lightning oriented.
"Naru" (when written with other characters) can also mean "become", meaning his name could be interpreted as "Become God".
Axis Powers Hetalia's Sweden. His human name is Berwald Oxenstierna. Roughly translated, that's Berwald Oxstar. He WAS once a Viking...
Oxenstierna is actually a real Swedish name
Busou Renkin has the ultimate life form, Victor Powered and (though it's only an alias,) Captain Bravo.
The Lyrical Nanoha franchise Gives us names like Fate Testarossa, Subaru Nakajima, Teana Lanster, Vita, Signum etc. Some devices' names, such as Mach Caliber, Cross Mirage and Storm Raider sound cool as well. Ironically, the most Badass among all of them goes by the rather plain name of "Nanoha Takamachi" and her device is named "Raising Heart."
Here is a full list of all agents of Arcanum cella ex dono dei, itself very much an Awesome McCoolname, which is more or less the Vatican's secret service: Abel Nightroad (who already got mentioned), Caterina Sforza, (Hercules) Tres Iques, Vaclav Havel, Professor William Walter Wordsworth, Kate Scott, Leon Garcia de Asturias, Hugue de Watteau, Noélle Bor and of course Esther Blanchett (which isn't her real last name, but it still counts).
And those are all just human guys (excluding Abel, who is quite a concealed Eldritch Abomination, and Tres Iques who is a Killer Robot). The Vampires have this trope guaranteed. The most prominent Vampire for example is named Ion Fortuna.
Overall, this series seems to run on the principle that the more powerful you are, the more awesome is your name.
Oh, and Black Butler. Seriously, how many children have the luck to be named Ciel Phantomhive? And then we have Alois Trancy (which isn't his real name, however), Angela Durless and ''Grell(e) Sutcliffe. And so forth... The titular Butlers would technically count too, but their human names were given them by their masters.
Let's not forget Pandora Hearts. You'd also like to be member of one of the four noble houses, just because of their last names, don't you. Their names are Vessalius, Nightray (which is very likely the coolest of them all), Rainsworth and Barma. The fifth forgotten house is named Baskerville, which is an obvious pun. And for some reason we have The Beautiful Elite everywhere we go. For some reason, the more important your role in the storyline, the more attractive are you. And if your role gets more important, you suddenly become hotter (Or the other way 'round). Awesome indeed.
In Genesis Climber Mospeada, the main character is named Stick Bernard (Scott Bernard in Robotech). That sounds okay... but it's sometimes translated as Stig Bernard. If only he drove a car...
Some of the Witches from Puella Magi Madoka Magica have pretty fucking awesome names, like Oktavia von Seckendorff, Kriemhild Gretchen, or Walpurgis Night/Walpurgisnacht.