Do you normally nickname Pokemon?

I do, usually.  Lots of Greek- and Roman-sounding names, generally. I have two Volcarona, for instance, both female; one is Helia (from helios, the ancient Greek word for the sun), the other is Invicta (from the Roman sun god Sol Invictus – “the unconquerable sun").  Other times I go with a theme – on White 2 my Pokemon were all named after characters from A Song of Ice and Fire.