My old, well loved dog was the world’s one and only Icelandic Fetchund. I miss her all the time… since I am a dog trainer/obedience instructor, it seems to fit. I keep having people yell “hey, Fetch!” to me, and all the labs in the area look confused…
At my last job, one of our outside sales reps was named Jim “everybody calls me sheep’s ass” Ramsbottom. Probably of necessity, he had a good sense of humour 
CLAYTON_e ← at the end there… That would be a small “e”, it’s lowercase.
The Smenges were both taken.
I was trying to come up with a user name to play America’s Army with, and I am also a fan of pirates. Alliteration is also fun, so I decided on the nickname Captain Cracker. I’ve used that for about 4 years now.
However, many people seem to think it is some sort of racial slur. Rather than taking the chance I’d be in the middle of some racial debate in GD and have people think that about my username, I simplified it to Captain_C for this site.
I like Arabic star names, and although Aldebaran, my favorite, was already taken, this one has a nice ring to it (and is significant historically to boot).
Because I usually am, and I was afraid you were going to find out eventually. 
Back in high school, one year during PE we split the class up into team for a “baseball tournament”. Or maybe it was basketball, or football, I really don’t remember. Anyway, we all had to come up with names for our teams. So we had the Giants, and the Yankees, and what-have-you…and we had the Suburban Plankton. This was not my team; I don’t even remember whose team it was, but the name stuck with me.
So twenty-five years later, when I needed an uber-cool user name, it popped into my head. It’s the only user name I use now. As far as I know, I’m the only person using the moniker, but I’d really like to know who thought of it first so that I can give him the credit due him.
It’s my maiden name, combined with my position in the family. I’m so used to hearing the name as a name, instead of as a word, that it never occurred to me that people here might read it differently. And then shortly after I joined someone said something to me about a “first warning” or something like that (I don’t even remember what thread), and the light dawned. So I suppose people have been seeing it as some kind of dire prediction or threat ever since, but it’s just me, my parents’ number three kid.
I heard of Frank Zappa’s unorthodox naming choices and thought they were funny.
So, Baby # 1 became known as “Dweezil” while still under construction. Naturally, Baby #2 became “Moon Unit”. And to this day I still refer to them as those silly names in my email sig.
When I signed on to the SDMB, originally I used my generic username, the one I use everywhere. It was a) boring, and b) too close to my real name. So I emailed the powers that be with a couple suggestions and “Mama Zappa” was the only one available.
So… like insanity, my username is inherited from my kids
Mine is my favourite flavour Angel Delight!
Zabali Clawbane is the name of the Vah Shir Beastlord I played in Everquest at the time I signed up to be a member of the SDMB. (She was the clawed bane of evil doers, and the bane of “clawed ones” of many kinds. Zabali was randomly generated, but I chose the surname Clawbane when she reached level 20.) I like the name enough, I’ve kept it even though I’ve quit EQ.