It's pretty situational, really. Bows tend to get a name involving hunting or morbid Valentines day references, examples being Sparrow-Hunter or Black February. Hand weapons run the gamut but typically involve some take on what they are enchanted to do, i.e. my hand axe is called "Hacker", my soul trap dagger is "Extractor", and my two scimitars which are amazingly my best weapons are called "North Wind" (cold damage) and "South Wind" (lightning damage).
Heh, back in Oblivion I had one of those 100% Chameleon outfits, I called it the "Barely There Wardrobe".