I think, while following the Hype Machine, I'll post some of my favorite band names:
Sudden Infant Dance Syndrome
Suburban Kids with Biblical Names
Newfound Interest in Connecticut
Here's a music weblog title I like: clever titles are so last summer
Finally, pride of place has to go to Iowa Super Soccer, via mp3hugger. They're a funky, male/female, acoustic POLISH band with great artwork that sound a little like the Sundays.