1) Any natural or magical material noted for toughness or magic can be used as a name, a nickname or morphed into one: Mithril, Uru, Steel, Jade, Adam Ant, "Diamond" Dave, "Cold Iron" Luke, "Ironhead" Dan, "Starmetal" Sam.
2) Any magical/occult term can be used as a name or part of a name: "Octarine" Dave, Rod O'Wonder, Aurasmith*, "Ouija" Brad.
3) Referencing a metal band can be fun: Prong, Static X, Iron Maiden, S.O.D.
4) Referencing sci-fi, fantasy & horror can be fun, either straight up or altered: Robby, Data, Dalek/Kaled, Marvin, LeMarchand, Pinocchio, Iron Giant, FerroUomo (Iron Man), Ragazzo DiAstro (Astro-Boy).
5) Names that reflect the deeper nature of the PC can also be a blast.
For instance, I suggested LeMarchand in #4 above: that would be a Warforged who was designed as a sentient gateway to Hell. IOW, he's a Warforged version of a LeMarchand Box (as seen in the various Hellraiser movies), and would have (among other things) Adamantine or Mithril Body, Infernal Heritage and Infernal Shout among his feats.
(
http://www.enworld.org/forum/d-d-3rd-edition-rules/269305-post-your-nifty-warforged-pc-concepts.html)
So...what more can you tell us about him?
*Yes, there is a pun in that one.