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[Deimos56]

I don't use a lot of nicknames. I do use a lot of profession names, though, since I use them to designate what that dwarf is going to do for the rest of its life once it decides to live in my fortress... Unless they get a strange mood, in some cases. Oh, and the hauler masses (The fish dissectors and friends, mostly) are something of a general population pool that I draw from whenever someone worthwhile dies to act as a (usually) temporary replacement.

It's not even always linked to the skills the dwarf has. I just randomly assign what they're doomed to be half the time. Leading to unfortunate decisions like a high master armorsmith with no combat skills getting drafted.

[CaptainBadwheel]

I've only recently changed two profession names. Now I have a 'Naked Duke' and an 'Iron Chef'.  I've thought of naming my weavers 'Spelunkers' because with Auto web gathering on they explore caves.  'Dead Meat' or 'Forgotten Beast Fodder/finder' might be more appropriate.  The best nicknames I've seen have been in the succession forts though, particularly some of the names they come up with for the soldiers.

[Frelock]

I'm also one of those people who names every dwarf, but there is a system.  Useless laborers get just a number, based on the order they arrived. 
Non-masters get a name with something related to their skill, followed by -hand.  So the masons are called Stonehand, the farmers Greenhand, the metalworkers Metalhand, the stonecrafters Mughand, et. ced. 
If a dwarf hits legendary or otherwise distinguishes himself, they'll get an actual name somehow related to their craft.  For example, I usually call my first (and usually only) legendary carpenter Joseph.  Miners get names like Petra, Slade, and Rocky.  Great artists/craftsdwarfs gets names like Leonardo, Picasso, and Michelangelo.  Mechanics usually get either Von Neumann or Rube Goldberg (though the starting mechanic is always "Tweak").  Farmers get simple names like 'Ol, or Pappy.  Gem workers get Emerald, Pearl, or some other precious stone.

Military dwarfs get called GruntX, where X is a number, until they make their first kill.  At that point, they get called Private, Sargent, Captain, or General, depending on what ranks I need filled out.  Those who do something awesome get named after a great military historical/literary figure, like Ajax, Alexander, Julius, Charlemagne, Joan, or Patton.

[Loud Whispers]

HELLO FUTURE PEOPLE, I AM OF THE PAST, FEAR MY UNKNOWN SURPRISES

[megahelmet]

I give out creative names if someone does something useful. Otherwise, I give them a name to keep just to keep track of certain positions.
McHouse = Chief Doc
McBoss = manager/broker
McDeath = for the first weaponsmith to hit legendary
Axe1, Axe2, Axe3, = Military dwarves. This is also used to keep a running body count of dead military dwarves.
'Oh no, Axe10 is dead! You there, McBees, I now dub thee Axe11! Get your equipment and head to the caverns!'
...fast forward a couple years.
'You there, McMilker, I now dub thee Axe34! Grab your gear and go stop that siege!'

My militia captain managed to actually not die. So after a couple years, he became, McPatton.

[Kurtisk1]

I name them after the Trolls from MSPaintAdventures.

[Jacob/Lee]

I nicknamed the random mason that managed to beat down several underground critters on his own "Curbstomp"

[Di]

Useless laborers get just a number, based on the order they arrived. 

Yay, I'm not the only one who does that! Though I give number to everyone. At first military was excluded from this scheme but then I got too lazy to distinguish whether dwarf is civilian or unturned recruit yet.

[Telgin]

I didn't name any of my dwarves initially because it felt like it was too much work.  I read a suggestion somewhere to use nicknames as a quick way of telling if you've set up a dwarf's labors already, so I started doing that in this fort.

Of course, my current fort is running the My Little Pony mod, so they have appropriate names.  My favorites so far are Sugar Britches (the chief medical pony) and probably Thunder Thighs (expedition leader / manager, she was fat so that's the name she gets).

I name all of my military after weapons and armor though, to make them sound intimidating.  Things like Plastron, Cuirass, Falchion, stuff like that.  Then they get stabbed in the head and suffocate, so I guess the names aren't really helping.

[ClkWrkJester]

I name them only when I want to keep squads straight, or when its funny.  I had a pair of hammerdwarves that in mass combat would always attack the same target, no matter what was going on.
They were both large, and not extremely bright, and liked hitting things... so I named them Thob 1 and Thob 2.

And a further squad member whose personality all pointed towards an edgy, easily angered Dwarf?
Francis.
"Lighten up, Francis."