Silly names are not for me. I'm not a full-on MMO roleplayer, but I do strive for a sense of immersion. Even something as common as naming conventions makes me uneasy at the character creation screen. I have a few patterns that I follow, and I keep things like race in mind, but I break away if I get even an inkling that another name might better fit my idea of that character's sensibilities.
What's your naming style? Do you use a mix of in-character and out-of-game, real-world references? Would you find a tip of the hat to a fictional or historical character or reference off-putting? Are you cool with pun names?