Mightily Oats, a shortened form of "The Quite Reverend Mightily-Praiseworthy-Are-Ye-Who-Exalteth-Om Oats".
The rats from The Amazing Maurice and His Educated Rodents read labels on tincans and name themselves as whatever they think sounds good. Thus you have perfectly respectable individuals named Darktan, Feedsfour, Peaches and Hamnpork. And their arguably most book smart member is named Dangerous Beans, which is a bit hard to take seriously.
One Igor had former masters with names such as Screaming Dr. Berserk and Crazed Baron Ha-Ha.
Anathema Device. The Devices were a real family who were involved in witch trials in the 17th century (so were the Nutters), and Anathema is a word that has a variety of meanings in a religious context; put them together and you have a perfect set-up for scenes like Agnes's prediction that ends in the sentence "And thou shalt be there also, Anathema" — which the modern Anathema assumes (correctly, it is implied) to be addressed to her.
Thou-Shalt-Not-Commit-Adultery Pulsifer. Newton Pulsifer said he would go on a rampage as well with a name like that
There are also main characters like 'Aziraphale' and 'Anthony J. Crowley' and minor character 'Warlock'.
Neil Gaiman's American Gods could make this list based simply on the gods' various real and assumed names, even without the protagonist's exceptionally cool name: Shadow Moon, aka Baldur Moon.
Culture Full Names are only partly names as we understand the term, and are as much addresses as anything else. (Banks suggested that his Culture Full Name might be Sun-Earther Iain El-Bonko Banks of South Queensferry.) The full names of sentient drones (like Skaffen-Amtiskaw) also provide their place of manufacture and capabilities: the main character in The Player of Games realises just how deep he's gotten when told that a "Xato" name-component designates a Special Circumstances agent equipped for espionage against other "Involved" civilisations.
Then the Minds, the more capable AIs responsible for controlling ships etc have some...odd names. Killing Time. Limiting Factor. Just Another Victim Of The Ambient Morality. Ultimate Ship The Second. No More Mr. Nice Guy. The list goes on... The Culture ships are named by their Minds, to match what they feel their personality is like. Warships tend towards more aggressive names like Gunboat Diplomat whereas civilian ships have less aggressive names (like Stranger Here Myself). When told by a critic that the Minds lacked gravitas, Iain M. Banks responded by naming a few shipsthings like Very Little Gravitas Indeed, Zero Gravitas, Stood Far Back When the Gravitas Was Handed Out...
The airships in Mortal Engines series are named Damn You, Gravity! , 13th Floor Elevator (referring to an American psychedelic rock band), Itsy Bitsy Teeny Weeny Yellow Polka Dot Machiney (referencing the "bikini" song) and The Sadness of Things. There is also an aeroplane called Combat Wombat.
Commander Kelp in Artemis Fowl. His unit has "trouble" as their middle names, but Kelp literally has "trouble" as his first name. As in, the name on the books is "Trouble Kelp".
And of course, the title character himself, Artemis Fowl.
Two short stories by Edgar Allan Poe center around a narrator named Signora Psyche Zenobia. Only her enemies, she proclaims, ever refer to her as Suky Snobbs.
Dan Abnett loves this trope, especially in his Warhammer 40k writings. The Inquisition books give us Gregor Eisenhorn, Gideon Ravenor, Bex Begundi, Godwyn Fischig, Olm Madorthine... etc. In the Gaunt's Ghosts books the obvious one is Ibram Gaunt himself, but the most recent book, Blood Pact, gives us Isiah Mercure. He's really lucky he's the head of an intergalactic intelligence agency that spends its time fighting both the Forces of Chaos and the Inqusition, or that name would probably make his life really difficult.
There's an Aerith and Bob aesthetic, contrasting very normal character names like Harry Potter with fantastic wizard names like Albus Percival Wulfric Brian Dumbledore, Severus Snape, Tom Marvolo Riddle, Sirius Black, Gilderoy Lockhart, Xenophilius Lovegood, Fleur Delacour, Scorpius Hyperion, Lorcan and Lysander Scamander, Newton Newt Artemis Fido Scamander, Kingsley Shacklebolt, Bellatrix Lestrange, Draco Malfoy, Godric Gryffindor, Rowena Ravenclaw, Helga Hufflepuff, and Salazar Slytherin, Gellert Grindewald, Charity Burbage, Horace Slughorn, Alecto and Amycus Carrow, Septima Vector, Silvanus Kettleburn, Aurora Sinistra, Quirinus Quirrell, Bathsheda Babbling, Bathilda Bagshot, and so forth.
"Death Eaters" is pretty awesome. Considering that the translation to Spanish wouldn't be that cool, editors decided to use a latinized version and called them "Mortífagos" (Latin for "Mortis", Death and "Fagi", to eat), which ends up being awesome.
In the Skulduggery Pleasant series, characters take names instead of using their given names, since in this world, someone knowing your real name can give them power over you. Some of those names include Valkyrie Cain, Ghastly Bespoke, Billy-Ray Sanguine, and Murder Rose.
Skulduggery specifically advises Stephanie (who, later, takes up the name Valkyrie Cain) against choosing a "cool" name over a name that suits your personality (using a middle-aged woman known as "Jet" as an example against). Nevertheless, the names manage to sound cool AND suit the characters.
In Tamora Pierce's Circle of Magic series, all of the dedicates in Winding Circle took nature/animal names after sufficient time in the temple. Many of them are quite the badass, despite their names generally being random.
There's also Numair Salmalin in the Tortall Universe, who made his up because he thought "Arram Draper" didn't sound badass enough for one of the world's most powerful wizards.
The gnomish race are blessed, one and all, with surnames that consist of, quite literally, everything that has happened to them in their life, and in the lives of their parents, and pretty much the rest of their family going back generations, as well. A Running Gag in the book series was unwitting people asking a gnome his name and having to interrupt the avalanche that follows.
Dragonlance pushes this trope to painful extremes. Examples include "Sturm Brightblade", "Steel Brightblade", "Alhanna Starbeeze", "Dhamon Grimwulf", "Flint Fireforge", "Huma Dragonbane", "Goldmoon", "Riverwind", "Eben Shatterstone", Cyan Bloodbane", and so forth.
Isaac Asimov, in the Foundation Series, gave a similar cultural trait to the inhabitants of Gaia (a planet-spanning telepath collective) with names such as "Blissenobiarella" and "Suranoviremblastiran" (and names said to be hundreds of syllables long, but never mentioned in full). The names are universally abbreviated in normal conversation, however.
Christopher Brookmyre's Violent GlaswegianFair Cop is named Angelique de Xavia. This is lampshaded by pretty much every other character (her colleagues call her 'Angel X' and 'Special Agent X'; when a criminal captures her at gunpoint and confiscates her ID his immediate comment is: "Cool name.").
H. Beam Piper did the same thing in his science fiction stories, giving us characters with names like Themistocles Mzangwe and Hideyoshi O'Leary.
Likewise Juan Epstein from Welcome Back Kotter.
Snow Crash: the main character's name is Hiro Protagonist, his roommate is named Vitaly Chernobyl, and his partner is Yours Truly (abbreviated to YT). These are all actually nicknames or stagenames, but the closest we come to their real names is that Hiro's full first name is "Hiroaki." On the other hand, the Aleut Dmitri "Raven" Ravinoff sports a suitably ominous and legitimate name.
Catch-22 is a treasure trove of gloriously silly and bizarre names, many of them meaningful. The hero Yossarian's exotic Armenian name indicates his detachment from the rest of the soldiers. Major Major Major is instantly promoted to the rank of Major due to his name, and can never change his rank because a mail attendant thinks it's funny. Milo Minderbinder can think of nothing but profit and capitalism. Major de Coverley looks so impressive that no one has the nerve to ask him his first name. Lieutenant Scheisskopf ("shithead" in German) lives up to his name, but enjoys a steady string of promotions.
Lord Peter Wimsey (an appropriately cool name on its own) sometimes while undercover calls himself by his two middle names — Death Bredon ("Some people with that particular name pronounce it to rhyme with 'teeth' but I prefer it to rhyme with 'breath' — more dramatic, what?"). And his nephew is named St. George.
Actually, "St. George" is the nephew's courtesy title (as the only son of Lord Peter's older brother, The Duke of Denver). However, both the Duke and his son were named "Gerald", and the younger Gerald was nicknamed "Gerrykins" which morphed into "Pickled Gherkins"!
Children's book series Grey Griffins has Maximilian Grayson Sumner III, a rich billionaire's kid, Harley Davidson Eisenstein, the badass, Natalia Anastasia Felicia Romanov, the smart Snooping Little Kid, and on the uncool note, Ernest Blumfeld Tweeney, The Load.
In Deathstalker's Legacy, a criminal has the unlikely moniker of Toby Goddamnit. He never says how he got his name before he dies.
The main character of America the Beautiful (written by Moon Unit Zappa, who's got a pretty awesome name herself) is called America Throne. Granted, her father A) changed his surname from Tronov when he immigrated from Russia and B) was a crazy hippie artist. (Mer won the name lottery in her family. Her brother's name is Spoonie.)
In The Long Hot Future, the breeding program Eugenix assigns three given names, an alphanumeric code, four surnames, and an etcetera. The main character's full name is Keef Joy Brazen X-5 Lattimore Balzac Marsalis Wu Etc.
Aphrodite in The House of Night series. Justified because when fledgling vampyres enter the school, they are allowed to change their names and are legally emancipated from their parents. Being incredibly self-centred and vain, she chose the name of the goddess of love.
Patricia McKillip's The Riddle Master Trilogy trilogy features several. Alongside abnormal-but-not-too-strange names like Eliard, Mathom, Astrin, and Rood, you have a few incredibly awesome names (i.e. Ghisteslwchlohm). And then, of course, there's Deth.
From The Icemark Chronicles we have Thirrin Freer Strong-in-the-Arm Lindenshield, Wildcat of the North, Taker of the Hand of Bellorum. In fact, any non-Polypontian in that trilogy counts.
The Dresden Files: The "actors" in Blood Rites have to pick stage names, and Bobby considers names like "Rocko Stone" or "Rack McGranite". Finally, at Harry's suggestion, he goes with "Gowan Commando."
Author Jim Butcher's bichon frisé's name, Frost, is reputedly short for "Frostbite Doomreaver McBain."
Mr. Harry Blackstone Copperfield Dresden. Justified given the theme of the novels, but in a series loaded with Meaningful Names, Butcher also manages to make his main character's given name sound freakin' awesome.
Anastasia Luccio, Ebenezar McCoy, Margaret LeFay Dresden, Lara, Inari, and Thomas Raith. There's a lot of cool names in the Dresden Files and that's not even getting into the non-humans. Like Lasciel or Anduriel. The Leanansidhe case is more akin to choosing a known character of the Sidhe mythos and making her close to Dresden.
The majority of the human characters in Codex Alera have awesome names as well, most of them in Gratuitous Latin. The best one? Gaius Tavarus Magnus, a.k.a. Gaius Octavian, a.k.a. Tavar, a.k.a. Rufus Scipio. Yes, Tavi gets four of them to make up for being an Odd Name Out. It simply must be noted that the first one translates to Lord Wolverine the Great. Though credit must also be given to Antillus Crassus, Antillar Maximus, Aria Placida, Gaius Sextus, Fidelias ex Cursori, Aquitainus Attis and Invidia, Araris Valerian, and Kalarus Brencis.
Author Brandon Sanderson once expressed regret in one of his online annotations that he was unable to give character "Kelsier" a cool last name like Mistshadows.
The name Starbuck may signal Herman Melville's penchant for symbolism in Moby-Dick, but it also signaled "awesome" to both TV sci-fi (Battlestar Galactica) and Seattle coffeehouse proprietors.
It certainly signaled "awesome" to Bill Starbuck, who changed his name from Smith because that didn't suit a man like him (who also considers "Lizzie" too prosaic a name for a woman — "why, it don't stand for anything!").
Thomas Pynchon: Pirate Prentice, Oedipa Maas, Pierce Inverarity, Patience Eggslap, Tyrone Slothrop, Mike Fallopian, Ronald Cherrycoke, and Clayton "Bloody" Chiclitz.
Honor Harrington, though the first name "Honor" is actually part of a fairly common tradition of using virtues as female first names, such as "Chastity" and "Grace."
Everworld has an elf character who is actually named Mac Cool, and it's a Meaningful Name, with the character ultimately turning out to be Too Cool to Live. He's also the "Bob" of Aerith and Bob, since the other members of his elven culture have more traditional Celtic names like Etain, Goewynne, and Camulos.
Actually, Mac Cool is a pretty Celtic name, since Finn Mac Cool is the Anglicised version of Irish legendary hero Fionn Mac Cumhaill. In fact, it's the kind of Celtic name you might come up with if you didn't know very many Celtic names.
Weetzie Bat: Francesca Lia Block is all over this trope, possibly due to her own name. She justifies this in part by creating a lot of mother characters who would totally name their kids things like Duck, Witch Baby, (a very pale blonde) Cherokee...and so by extension it gets oddly believable that there would be a kid out there named My Secret Agent Lover Man. In the case of Duck and My Secret Agent Lover Man, they only exist because of a wish that was granted by a Literal Genie, so they weren't named by actual parents but by the wisher's use of slang terms. It also helps that the stories [[Myth Punk are supposed to be like fairy tales.
In Dean Koontz's From the Corner of His Eye, the villain (named Enoch Cain, naturally) learns from a newspaper article that one of his victims was named Kickmule. He's surprised to learn Kickmule is a legitimate name, and since it's so badass decides to use it in the future if he ever needs another alias ("no one would ever mess with Wolfgang Kickmule").
As drily noted by Hastings, Poirot's mother must have been thinking along the same lines by naming her sons Hercule and Achilles the latter doesn't exist, used as a disguise for Hercule Poirot to avoid detection.
As a bonus, Helm is an archaic alternate form of "helmet".
Much of the cast have this. Aragorn, Elrond, Meriadoc Brandy Buck (Merry), Samwise Gamgee, Galadriel etc.....
Warrior Cats is in general kind of a crapshoot with names. Characters like Tigerclaw, Lionblaze, Fireheart, etc. exist alongside the more boringly named cats (Graystripe, Bluefur, etc.) and cats with names that, from a human perspective, can seem outright stupid (Loudbelly, Mudpuddle, etc.)
Lyra Belacqua in His Dark Materials, though she later trades it in for Silvertongue. But the names of characters' dæmons tend to be melodious and exotic - like Pantalaimon, Stelamaria, Zohariel, and Kirjava.
Victorian authors did this often, but a master at it was Anthony Trollope. who conjured up a Duke of Omnium Gatherem, doctors Sir Omicron Pi and Dr. Fillgrave, a country rector with many children: Mr. Quiverfull, the totally bland and effaced Lord Fawn, among many others.
The title character of Alyzon Whitestarr by Isobelle Carmody. The author claimed to have met a family while on a walk, and liked the daughter's name so much that she decided to use it for her book. There is a real person out there with that name. (Maybe.)
Practically every Vampire and Vampanese in The Saga of Darren Shan (Cirque du Freak Series US) has an amazing name. Who can't like names like Larten Crepsley, Vancha March, Arra Sails, Gannen Harst... the list goes on and on. Even the grotesque-looking little person, Harkat Mulds, has an amazing name, especially considering as it is an anagram of his name from before he became a little person, Kurda Smahlt.
The protagonist of John Ringo's Legacy of the Aldenata novels is named Michael Leonidas O'Neill. He gets a mention for Leonidas, of course.
Ark Angel from the Alex Rider series feature a man named Magnus Payne. He is actually an alias of the Big Bad, himself known only as Kaspar.
Many dragon species in How to Train Your Dragon have awesome names. For example: Rocket Ripper, Windwalker, Saber-Tooth, Monstrous Nightmare, Skullion, Monstrous Stragnulator, Sharkworm, Venomous Vorpent, Deadly Nightshade, Exterminator, Raptortongue, Polar Serpent, Burrowing Slitherfang, Deadly Shadow, Silver Phantom, and, the king of them all: Seadragonus Giganticus Maximus, The Doomfang, The Darkbreather.
Several of the individual dragons' names count as well, such as Fireworm, Killer, and Stormfly. And some of the humans' names, such as Humongously Hotshot the Hero or Flashburn the Flashmaster.
Professor Your Almighty God, who goes so over-the-top he might count as a parody of this trope.
A mixed bag in George R.R. Martin's A Song of Ice and Fire has Robert Baratheon's bastard son Edric Storm. Mildly averted as bastard children who are acknowledged by their fathers have generic names (Hill, Rivers, Snow, Waters, Stone, Pyke, Sand, Storm, and Flowers.)
For every "Rob", "Ned", "Sam", "Jamie", "Catelyn" and "Jon", there are "Theon", "Bronn", "Viserys", "Arya", "Drogo", "Rhaegar," and "Daenerys". The Clegane brothers and Stannis Baratheon also spring to mind
Lampshaded when in A Dance with Dragons when Tyrion Lannister meets a blacksmith named Hammer and discovers his apprentice is named Nail... commenting "because, of course he is."
In the final book of the Doom novels, due to an inability to compromise between two equally unwieldy epic names, a ship is christened "Great Descent into Maelstrom of Solar Flare of Righteous Vengeance Against Enemies of the People's State."
He had a knack for creating badass names for his horrors, with examples such as: Azathoth (a memo he wrote to himself regarding it simply said 'AZATHOTH - hideous name') aka The Nuclear Chaos and Nyarlathotep aka The Crawling Chaos aka The Haunter of the Dark. There's a reason the metal community likes Lovecraft so much.
For human characters, his parody melodrama "Sweet Ermengarde" has a hero named Jack Manly and a villain named Squire Hardman.
By Blood Alone (the second book in the lengthy series about the (No longer) French (No Longer) Foreign Legion IN SPACE!) has a section that takes place during travel on a ship called The Warm Wind That Blows Happiness Through The Universe, or as her crew affectionately know her, The Iron Bitch.
GONE is a subversion; some characters have names Sam or Mary, but then you have some characters called Orc, Pack Leader, Sanjit ("It means invincible! I can't be vinced! Go ahead, try and vince me!"), Caine Soren, Toto, Astrid, Hunter and THE GAIAPHAGE.
A particularly fine example from H.I.V.E. Series, as well as Doctor Maximilian Nero, is the world-famous master criminal Diabolous Darkdoom. Nero's right-hand woman is the Contessa Maria Sinistre, and Diabolus has a son named Nigel Darkdoom. We also have Lucy Dexter, who is actually the Vicontessa Lucia Sinistre, and Otto Malpense, who was named because he was clone number 0110. Shelby Trinity has a nice ring, too.
Played with in Idlewild, where the characters have wicked-cool names (Halloween, Pandora, Mercutio, etc.), that they chose for themselves in-universe.
In Left Behind, the two main heroes and obvious Author Avatars are named Buck Williams and Rayford Steele. You can't not have a lantern jaw with names like those! On the opposite end of the spectrum, the antichrist sports the Obviously Evil name Nicolae Carpathia, a fitting moniker for any super villain.
In Bubble World, Bubble World had a choose your own name feature, resulting in names like Freesia Summers, Ricky Leisure, Dare Fiesta, and Taser Lucas.
Spectral Shadows has quite a few of these, such as Saint Saffron, The Shadow Cat, Spike Malone, and Richie Blackthorn, to name a few.
Cassel and Barron of The Curse Workers, in comparison with their older brother Phillip. Justified in that their father named Phillip, while their mom had creative control of the others.
In Teen Angst? Naaah... by Ned Vizzini, Ned recalls that he always wanted to have the nickname "Skitch", thinking it was "edgy and streetwise". When a guy who Ned played dominoes with asks for his name, Ned first tells him it's Skitch, but the other guy doesn't buy it for a second.