8-Bit Theater has names like Fighter McWarrior, Black Mage Evilwizardington, Prince Elf of Clan Khee'bler (a.k.a. Thief), Red Mage Statscowski, Prince Drizz'l of the Dark Elves, Vilbert von Vampire, Muffin the dragon, Chancellor Usurper of Clan Sahn'ta (real name King Astos of the Dark Elves), Dr. Swordopolis, Doctor Malpractice, Generic Half-Elven Dual-Class Ranger, Berserker Axinhed... It's a freaking gold mine of this trope! Fighter, Black Mage, Thief, Red Mage, White Mage, Black Belt, etc. are actually their REAL NAMES and not just their classes...
This also applies to most known residents of the Radical Lands. This includes Ron Wizard, Sir Cowabunga of Clubs; Dame Dudeical of Diamonds; the former king Sir Hellacious of Hearts; and King Radical, formerly Sir Sicknasty of Spades.
The Broken Mirror has Ariad Engel Moira. The last one claims her real name is Ariad Smith, and that she changed it because it was too boring — but she's still named Ariad.
Boy Meets Boy and the sequel webcomic, Friendly Hostility. Harlequin, Tybalt, Anubis, Cyanide, and many more. (There's Skids, but that's a nickname.) Also notable is Collin, who inexplicably has a Hindi last name despite his family being hardcore Caucasian conservative Christians. Word of God has it that at one point, Collin's parents traveled to India on missionary work, so they probably took a local name. This is probably because the Boy Meets Boy characters were based loosely on characters from an old and now-deleted webcomic by the same author, which was about vampires (or rather gay vampire angels), who are kind of expected to have names like that. Frankly, you can't blame Mikhail's tattoo artist for making a mistake.
Dead Winter has an assassin that goes by the name Black Monday Blues. He has a colleague named Sixgun Johnny Rhythm.
Dragon Tails has the character named Enigma. It certainly doesn't help that he's a total badass.
Girl Genius is loaded with awesome names, starting with Agatha's primary love interest: Gilgamesh Wulfenbach.
Or Agatha's aunt, Demonica Mongfish. And Agatha's other aunt, Serpentina Mongfish. And Agatha's mother, Lucrezia Mongfish. See how the first name turns even mundane last into something Lovecraftian?
In the same comic we have Heterodyne ancestors with names like "Faustus" and "Occam," the house of Sturmvoraus, and even chief minion Moloch (he claims his parents owned a The Bible but didn't have time to actually read it).
Goblins: Life Through Their Eyes. While goblins have names such as "Big Ears" and "Complains Of Names", one of them, "Fumbles", wants to become an adventurer (a PC, indeed) and changes his name to Senor Vorpal Kickasso.
The goblins are named by their village elder, who chooses their names based on a vision of their fate that she sees when they are born. For instance, the goblin who grows up to become the chief of the clan is named "Chief". However, one unfortunate goblin was given the name "Dies Horribly".
Guilded Age: Gravedust Deserthammer is probably the guiltiest of this, with Frigg even asking him if she can have his name after he dies.
Gunnerkrigg Court has Antimony Carver, Surma Carver (née Stibnite), Zeta, Gamma, and Winsbury...
Parodied in Hark! A Vagrant. The Brontë sisters, concerned they won't be taken seriously as women authors, choose the pseudonyms "Johnny Guns," "Bruce Punisher" and "Daddy Smash."
Averted in Hiimdaisy's Let's Destroy the Shagohod, based on Metal Gear Solid 3: Snake Eater, Ocelot thinks Snake's real name is this (imagining that it's "Manly McBeefington"), when it's really simply "John". This visibly startles Ocelot.
The jury is still out on whether "John Egbert" sounds cool or not though.
Dave's bro (actually his biological father) is named Dirk Strider. With a name like that, you're guaranteed to be badass.
The Trolls mostly have cool names, such as Karkat Vantas, Vriska Serket, and Sollux Captornote Who, conveniently, has several similarities to the aforementioned Mr. Strider. For bonus points, they're all meaningful.
Sburb titles can turn out this way. Although occasionally you get a sucky name, other times you get people referred to as the Knight of Time, the Witch of Space, the Prince of Hope, the Knight of Blood, the Mage of Doom, etc., etc.
And now, with the Master Classes there is the Muse of Space and the Lord of Time.
Isaac Baranoff used one of these in a Take That! towards a cartoonist who ripped off Baranoff's comic strip, Horndog: "Awesome MC Big Dick". (Intentionally drawn as a bad stick figure comic to mock the rival cartoonist, this was invoked because Baranoff felt that the artist who plagiarized his work was using Mary Sue characters in the real-life Expy.)
Allison Ruth's eventual title is a Title Drop. Would you mess with someone who is known as Kill Six Billion Demons? (The "title as weird but Badass instruction" is also shared by one Murder The Gods And Topple Their Thrones.)
Ciocie Cioelle Estrella von Maximus the Third, fanfiction writer: blue devil, adept in the magic of word and paper, and deliverer of abstruse insults. Unusually for the trope, an elaborate name acts as a Power Limiter for devils and was forced on her as a punishment. Notably averted for another devil aboard the Yamga, however; Allison herself had to come up with a name for a devil while drunk, and ended up dubbing the poor bastard "Princess Mamoru Moonshine Jagermeister Jack Jack Daniels Timothy Tim Bill Freddy Mercury Blueberry Luna, Esquire".
The Seven Black Emperors include people with names like "Jagganoth" and "Solomon David". The guy they replaced was simply called Zoss, the Conquering King.
Lackadaisy is full of these names like Rocky Rickaby, Calvin "Freckle" McMurray, Mitzy May, Dorian "Zib" Zibowski, Ivy Pepper, Nicodeme Savoy, Serafine Savoy, Moredecai Heller, and many more.
The main character of Lady Sabre and the Pirates of the Ineffable Aether is named Seneca Sabre. Other characters include Hans von Kater and Miles Drake.
Latchkey Kingdom features minor character Donovan Dragon-Puncher. Unfortunately, he is not seen punching dragons.
Manly Guys Doing Manly Things: Commander Badass. That is all. It later turns out that "Commander Badass" is his nom de guerre, his given name is an eighty-digit serial number ending in B52, and his friends and family call him Rock Lobster (he considered Love Shack, but decided against it).
And, to a lesser extent, Dr. Raven Darktalon Blood.
How about Jim Darkmagic?
EVERYONE from The Song Of The Sorcelator apparently has a name like this, though we only get to know Grimm Shado's.
In Precocious, Bud's full name is Buddy Champ Oven. It's more of an "Upbeat McPositivename", but when it prevents parental full-name anger from being ominous, it clearly falls under this as well.
In Regular Guy, Reg decides he needs to get to know a girl better because of her name: Katie DeLorean.
Ronin Galaxy: the main character's name is Cecil Onimaru, which (given the multiple meanings of Japanese names) can mean, "Oni's son." or "Oni-like son." For being a ronin, such a name seems extravagant. Also Leona Gallant - she couldn't possibly be a gallant knight, could she?
Petey has an entire fleet of ships whose names are both punning (they all start with a "P" and have a "D" somewhere in them. Like Pterodactyl or Pretentious Drivel) and are usually mocking of Ob'enn naming conventions. This hasn't gone unnoticed, or unremarked on, by the Ob'enn.
The dark matter entities, the Paan'uri, have a name which translates to either "that which lives where nothing should" or "that gravitic distortion is giving me the willies."
Well Tagon's ship the Serial Peacemaker... it's like it doesn't HAVE to get a name implying violence so directly, so it's placing itself above the poseur ship names the O'benn and others tend to take. But it sounds somewhat like 'serial killer' so it wouldn't be mistaken for something inoffensive!
Much, much, later, they take possession of a battleplate. After suggesting "Jumpstart Primer", Schlock shaves off two letters and goes EVA to carve "Jumpstar Prime" into the outer hull with his plasgun. It's a pretty cool name, even though everyone but Schlock is somewhat annoyed about it...although that might just be because he wrote it as "JUMPStAR PRiWe!" and didn't ask for permission before acting.
Then there's the character that became the King of Credomar; he started life as LOTA: Longshoreman Of The Apocalypse. (When 'he' was being built out of a damaged tank, Para and Kevyn decided they could build a Longshoreman from the parts laying around. Para claimed, "With the parts on your shelf, I bet we could build a 'Longshoreman of the Apocalypse'." "... No bet." As it turned out, they needed one....)
Justified in Slightly Damned with the Jakkai. A generation is born on the same day, and they are given only first names until a suitable last name is devised that matches their appearance or personality. These include Snaketail, Thunderheart and, the current champion, Bloodeyes.
The main cast of Sluggy Freelance? They go by the names Torg, Riff, Zoe, Gwynn, Bun-Bun, and Kiki. Hanging around with these people, you can kinda understand why Sam felt he had to change his name to "Sam da Man." Then there's also Crushestro.
Most of Hereti-corp has awesome names like Daedalus Hereti, Dr. Killum, Dan-Met, Kusari and Oasis. Irving Schlock? Not so much.
Squid Ops has Sela Cloudburst, Lena and Mui Mistbreeze and Ms. Leafyshine. Note that these are the only characters so far whose surnames have been revealed, so it's possible everyone in the comic has a name like this.
Star Impact has The Legend, a legendary champion boxer who went undefeated for their entire career before vanishing from the world without a trace ten years prior to the start of the comic. There's also Stryker, the previously-retired proprietor of the Forge Gym, who comes out of retirement to serve as Aster's coach.
Suicide for Hire: the main characters are named Arcturus Winrock and Hunter Ravenwood. Hunter's occasionally-appearing love interest is named Chryseis, and Arcturus' co-workers in the food stand storyline were named Zharra, Morph, Magdalena, Tajaira, and Shileen. The briefly-appearing "Harv" and "Sarah" in a previous storyline seemed quite out-of-place.
Tower of God has some pretty awesomely named characters, such as Rak Wraithraiser, Phonsekal Lauroe, and Jaina Repelista Jahad.
In Voodoo Walrus most character names seem to be more like alias or online handles, so this is rather prominent in names like Rip Flintlock, Shmeerm, Miriam Cyradwee, and Villemous Quetzacoatl Creep Knight.
Also, discussing how the Mac OS X Animal Theme Naming has a problem of eventually regressing to less cooler-sounding big cats. The Alt Text mentions the Sabre-toothed cat's Smilodon fatalis narrowly surpasses Tyrannosaurus rex as the most badass scientific name ever.