I've always liked nicknames, although the degree to which I like them tends to vary.
I'm a firm believer in the idea that every unique Pokemon I own should get a nickname; that is, the first Pokemon of an evolution I get is nicknamed. I tend to nickname on a theme; the theme varies through each playthrough. My Y playthrough had characters all named after Game of Thrones characters (Jaime the Aegislash, Brienne the Blastoise), while Black 2 had League of Legends characters (Viktor the Magnemite, Zyra the Roserade). Sometimes, the themes get messed up; my recent Ruby run had Pokemon named after types of coffee, and my Diamond run was made up of bizarre, mash-stylus-randomly-on-the-screen names. Even the weird themes, though, give me names that stick; I'll never forget Espresso the Ninjask, or QUSPNYWNY the Jolteon.
Nicknames are cool. They give your Pokemon a unique flavor, unlike anything else, and it's a part of Pokemon that I could never do without.