My favorite on is Halvdan den Milde Og Matille Øysteinsøn(The Generous & Food Miserly), because it's rather baffling. His father was Øystein "Fretr" Halvdansson (the Fart), a name that is sure to bring glee to any young boy.
Nothing beats having a sword named "Life-Taker" to go with one of those Viking names. That, and fights with Skraelings.