I used to dislike nicknames. Every so often I'd get bored and restart Blue and nickname every Pokémon some regular name starting with the same letter as theirs (e.g. Chris the Cubone), but I never seriously named my Pokémon.
I like doing nickname themes, though. I did a Sapphire run and named every Pokémon after an Ace Attorney character (Von Karma the Manectric was pro, anyone who's played AA should get the joke there =3), I did a Sapphire Nuzlocke and named everyone after a TWEWY character, in my current XD run (which we need to finish, MK) all of my Pokémon are named after songs, and in Black all of my Pokémon are named with some relation to something musical.
Now I'm doing a White run where I catch one of every Pokémon possible up to that point and keep them all at the same level, and because I'm going to be training so many Pokémon I decided to name them all after U.S. Presidents. Because I'm a history nerd.
And then if there are any female Pokémon I'll just put them back in the kitchen name them after some important woman in U.S. History or something.
EDIT: Oh, and when I'm feeling particularly stupid/punny/mad at a Pokémon, I give them some ****ty nickname. Like ABSOLutely the Absol. Or Afro Bull the Bouffalant (the stupid thing killed my Volcarona and I was mad).