Magnum, P.I., TV show private detective and name of firearms and cartridge. Humorously, the Galician dub was unfamiliar with the acronym for Private Investigator, and mixed it up with the actual surname "Pi," calling him "Magnum π."
Maxwell Smart of Get Smart — done as a parody and pun.
Remington Steele: The title character choose her own name because it sounded cool.
In the Whedonverse, many characters go by interesting or unusual names, such as Buffy, Willow, Xander, Giles (though cool in the USA, is normal in the UK), Oz, Fred (a girl), Gunn, Pike, Jayne ("the man they call..."), River, Inara, Book, Wash, Jubal Early, Merrick, Kennedy, Spike, Angel, Drusilla, and so forth. This is somewhat justified in that most of these are diminutive versions of rather normal first and last names.
Also in that many of them are from the far-future setting of Firefly or names of immortal vampires so 'normal' may not apply. :)
In Dollhouse, "Arcane". Also known as Clyde. Not to mention the actives with their cool "callsigns" — Echo, November, Alpha, Tango, Sierra, Whiskey and... er... Mike. We don't see much of Mike. These nicknames all come from the ICAO/NATO/ITU phonetic alphabet (used mainly by pilots and Western militaries). Each word corresponds with the letter it starts with. So think of all the cool names that were had by Dolls that were not seen or had not been created yet: Delta, India, Lima, Papa, Yankee and Zulu. Not so McCool names: Charlie, Foxtrot, Golf, Hotel (yeesh), Juliet, Oscar, Quebec, Romeo, Uniform (ouch) and X-ray (debatable depending on your level of nerdiness).
Castle gives us Richard Edgar "Rick" Castle and his daughter Alexis Castle, as well as the new captain Victoria Gates (better known as "Iron Gates"). Castle's birth name is actually Richard Alexander Rodgers. He legally changed his name because he liked "Castle" better and was a big fan of Poe.
The Mentalist also gives us a few; Teresa Lisbon, Kimball Cho, and former CBI supervising agent Madeleine Hightower.
Battlestar Galactica has an entire crew's worth of Awesome McCoolnames, starting with William and Lee Adama, Kara Thrace, Karl Agathon, Galen Tyrol, Felix Gaeta, Sharon Valerii, Anastasia Dualla, Billy Keikeya, Diana Seelix (the last being made-up on the spot by Aaron Douglas for a previously nameless character), Gaius Baltar and Admiral Helena Cain. And that's not even counting the pilot callsigns, which qualify for Red Baron territory.
Alluded to in True Blood. While Sookie Stackhouse has an unusual name herself, she is surprised to learn that the first vampire she ever meets has the thoroughly mundane name of "Bill."
Subverted to the point of parody in Stargate Atlantis with the Always Chaotic Evil Wraith (alien goth insect vampires) never giving their true names, therefore prompting the human characters to name them generic Earth names in retaliation. Hence Steve, Bob, Michael, Kenny, and, lest we forget, Todd. Most of which are, at some point or other, the series Big Bad.
Keith: How come I don't get a nickname? J.D.: Not everyone's last name lends itself to a nickname, Keith. Keith: My last name is Dudemeister! J.D.: And what am I supposed to do with that, okay? I'm not a magician!
They also mocked an example of this concept mercilessly in the episode The Final Sacrifice. What was the character's name? Zap Rowsdower, for a middle-aged pudgy Canadian man with a mullet.
Also during Hercules Against the Moon Men, Joel and the bots try to come up with macho names a 'la Alan Steel. Crow chooses "Drake Tungsten", whereas Servo settles for "Ric Drywall." Which is admittedly better than his first choice, "Russ Tyle-Floor;" or any of Crow's suggestions: "Adam Plexiglas," "Nick Pigiron," "Jim J Bullock..."
The episode 12 To the Moon featured an early version of the Ryder treatment, with an international lunar mission being headed by your standard symbol of '50s American superiority, a muscular blonde idiot. Being completely unremarkable in every other way, Mike and the 'bots saddle him with names like "Dirk Beefbroth," and "Plank Ironchest."
After Phoebe marries Mike on Friends, she goes to legally change her last name to his... and instead changes her name to Princess Consuela Bananahammock. She doesn't see what the problem is until Mike threatens to change his name to Crap Bag ("It's easy to remember, just think of a bag of crap.").
Mike of The Young Ones constantly refers to himself as "Mike the Cool Person"... and then it's revealed that he actually changed his legal name to Mike Thecoolperson.
Jeff Slade, the stupidly macho-named detective from the shortlived nice-idea-but-appallingly-executed Crime Traveller. As if the character name wasn't bad enough he was also cursed with being played by an ex-soap actor with a charisma bypass - thus making the character even harder to take seriously.
When Jeremy Clarkson was given the task of designing Top Gear's home-built electric car, he named it the Hammerhead Eagle i-Thrust. However, he also named the prototype: "Geoff."
His co-presenters Richard Hammond and James May had separately decided as a matter of principle that an electric car should have a rugged name instead of something vaguely smart like "Intelligentsia."
In another episode, Hammond refuses to believe the actual name of Lamborghini's new chief test driver, Max Venturi, who replaced their old chief test driver, Valentino Balboni. Clarkson jokingly responds:
Jeremy Clarkson: You don't need a driving license to be a Lamborghini test driver. Just turn up for the interview, go "Look, I'm awfully sorry, I'm drunk and I'm mad, but I'm called Velociraptor Clint-Thrust!"
Glee: There are a few cool names (like Emma Pillsbury, Sugar Motta, Bryan Ryan, Holly Holliday) and also ironic ones like a future Broadway star whose name is Harmony. There's also Chord Overstreet (yes, that's his real name!) who plays a main character. Ironically, the character he plays has one of the most generic names possible: Sam Evans.
In Red Dwarf episode "Back to Reality", the crew all hallucinate that they have returned to Earth, and are given new identities. Kryten's name turns out to be "Jake Bullet" and he's a member of the police force. Lampshaded:
Kryten: Jake Bullet, Cybernautic Detective. I like that! That sounds like the kind of hard-living flatfoot who gets the job done by cutting corners and bucking authority. And if those pen-pushers up at City Hall don't like it, well, they can park their overpaid, fat asses on this mid-digit and swivel — swivel till they squeal like pigs on a honeymoon.
Rimmer: On the other hand, "Mr. Bullet," perhaps the Cybernautics division is in charge of traffic control, and you just happen to have a rather silly macho name.
Kryten, looking sheepish: Oh yes, that's a very good point, sir. I didn't think of that.
Of course, this being Red Dwarf, Kryten does turn out to be a traffic control cop.
There's also the droid that Kryten knew, who went computer senile and claimed his name was "Rameses Niblick the Third Kerplunk Kerplunk Whoops Where's My Thribble"
The Clash of the Titans round of Good News Week sees contestants use their names as buzzers. Often they choose cooler names instead. Examples include "Demon Dawg", "Adam Barrington Spencer" and "We'd like some more honey prawns at this table, please!"
One My Name Is Earl episode has Randy and Darnell discussing the Witness Protection Program after revealing that Darnell was IN the program, and Randy expresses a desire to be named 'Crash Fistfight'.
Napoleon Solo of The Man From UNCLE, who, curiously, almost never uses a pseudonym. You'd think that after a while, THRUSH agents would stop being fooled by Napoleon Solo, Investment Banker. The ludicrousness of the name is lampshaded from time to time: for example, when he has Easy Amnesia and someone tells him who he is, he refuses to believe it.
Napoleon: Nobody's been called Napoleon since the Battle of Waterloo.
Babylon 5: the Shadows think their name is so cool because it is one thousand syllables long and cannot be pronounced by you puny mortals. Then, the Shadows get surprised and angry that we puny mortals keep on calling them "Shadows."
Ted Mosby, having met a guy who calls himself The Captain, decides to name himself Galactic President Superstar McAwesomeville. To his credit, The Captain likes the name and uses it for Ted for the rest of the episode, not even missing a beat which helps make his affectations likeable.
An earlier episode has Marshall and Lily discuss changing their last name to Awesome upon marriage. They also said plans to name their hypothetical children Totally and Freakin'.
After conceiving their baby in Barney's bathroom during Irene, Marshall wants to name their son Hurricane Eriksen. Ted and Barney also rename Barney's niece while "bro-parenting" to Hurricane Mosby-Stinson
The baby's name is Marvin Wait-for-it Eriksen and all the characters find it awesome.
And played with in the Human Nature/Family of Blood arc. John Smith dreams of a man called the Doctor- Nurse Redfern says it's a personification of his desire to be a dashing hero. The twist being that the Doctor is his true self.
Captain Jack Harkness, although "Captain Jack" on its own is cool enough! (Even if it isn't his real name!)
A villainous example is Mighty Jagrafess of the Holy Hadrojassic Maxarodenfoe! note Or Max for short.
Played for laughs in iCarly, with the bodyguard in "iSam's Mom". He's a war veteran who only speaks in a growling monotone. He's more than willing to be incredibly violent towards the slightest threat, and he's got a significantly large hole in his leg that's not a bullet wound. His name? Gunsmoke.
From Drake & Josh, we get the amazing psuedonyms Jefferson Steelflex and Alvin Yakitori.
Airwolf seems to enjoy this trope with Stringfellow and Saint John (pronounced Sinjin) Hawke. Also, Dominic Santini, as well as Robert Winchester and Dr. Norris.
In Stargate SG-1, one of Earth's early allies was Supreme Commander Thor of the Asgard. Somewhat subverted since Thor is about three or four feet tall and frail. Still an awesome name and it still fits him since his fleet could crush just about anyone.
On Cougartown, Bobby assumes the name Ron Mexico, with everyone remarking on how cool the name is.
In addition to established DC Characters like Victor Stone and Zatanna Zatara, Smallville had names like Desirée Atkins, Cassandra Carver, Tempest Grace, Jeremiah Holdsclaw, Sebastian Kane, Sean Kelvin, Curtis Knox, Tommy Lee, Richtor Maddox, and Kyla Willowbrook.
Deliberately invoked in Andromeda with the Nietzscheans. Their names tend to be references to historical or mythical tough guys with the last name usually referencing a historical location or people. For example, Tyr Anasazi is named after a Norse god and a Native American tribe. Gaheris Rhade is named after King Arthur's nephew and a German city, while his Identical Grandson Telemachus Rhade is named after the son of Odysseus. A throw-away line in one episode mentions Trance wondering what a Nietzschean mother was thinking when she named her son GenghisStalin.
In Kamen Rider Gaim, Ryoji Hase dubs himself Armored Rider Kurokagenote literally, "Black Shadow"; fans made a short video spoofing this, in which Hase calls himself "Masked Rider Super-Awesome The Best" instead.
Colin and Brad of Whose Line Is It Anyway? were both fond of inventing these for their newscaster personas, most frequently innuendos. The most memorable, however, would be "Chesterfield Snapdragon McFisticuffs".