The group I DM'ed for started calling themselves the Company of the Cat. They took this name from a small figurine of a cat that magically meowed when stroked. Of course, they swiped this figurine from the home of a friendly but befuddled old hedge wizard while he was rummaging about for a bit of useful information for them. Mind you, the only power it had was to meow upon being petted, despite the party's certainty that it must have some hidden power. The cleric went so far as to proudly paint the image of the purloined knick-knack on his tower shield, and the Company of the Cat was born. My suggestion of the name "Company of Kleptos" was disregarded, as were my snide comments about mighty adventurers who boldly stole the heirlooms of the elderly.