Overall I dislike pun or jokey names when it's an ongoing "serious" campaign. (Serious in the way LotR, Star Wars, and Firefly are serious.) But I don't mind them for one-shots.
At a convention there was a group running a Star Wars session that was part of a decade-long campaign that they ran at a few conventions each year and they offered my friends and I to participate. We were ecstatic for the offer and enthusiastically joined them. Soon after we were given our pregen characters, which consisted of the standard human pilot NPC block, we figured out that we were extras and got to mostly sit around while the campaign regulars played the game. We should have left but we stuck around, filled out names on our character sheets, and wisecracked amongst ourselves to pass the boredom.
After far too long we finally got to play in a space battle and when the rest of my squadron dead, I turned tail and ran. It was all worth it when my character was taken before our leader and dressed down for cowardly fleeing.
Our leader: "How dare you leave the battle? WE do not leave the field of battle!"
me: "We don't?"
Our leader: "What are we called, soldier?"
me: "What are we called?"
Our leader (exasperatedly): "The Commitments!!"
me: ...
me: ....
me: .....OH!!
Our leader: "You are a disgrace. What is your name, soldier?"
me (looking down at my character sheet): "Greedo Calrissian, sir!"
Our leader's player fell out of character laughing, then proceeded to order poor, cowardly Greedo's execution.