Usually I don't. When I do, they're stupid names, or some that took me 2 million years to find. The main reason I don't nickname my Pokemon, is because I can't find good names. When I do find good names, I will probably forget to name it and be too lazy to go to the name changer.
Gengar --> Satan
Alakazam --> Jesus
Ninetails --> Alah
Snorlax --> NYA NYA NYA NYA NYA NYA NYA (on Po it's all of this, but ingame it's once)
Dragonite --> Moisès (this is after my friend, not the one in the bible)