Just try to avoid anything that sounds like distress keywords, e.g, sampan, heyday, etc are not good ideas.
Anything particularly rude or abusive will get you in the brown stuff fairly rapidly - not through boat name regs (there are none) but through VHF regs.
Also think if you're taking the boat abroad - complicated or daft names are an absolute pain for non-english radio operators.
Names like "Trafalgar Again" don't go down well either - I was in the ops room at Corsen when some Brit called up using that name, went down like a lump of cold sh....