I've had a few Shepards. For some reason I can't will myself to do a BroShep, because I just can't get over the voice...

Anyway, my first Shep ever was named Spoon because I thought it was funny.
I then had Seph Shep (short for Persephone).
The current playthrough I have is Gaz Shep - a name I stole from Call of Duty, because I thought it sounded cool. I also have a strange head-canon for her, that Gaz is short for the French name, Giselle.

For the demo, I made a random new Shep named Cappa after the character in the movie Sunshine.

Yup.

My main's name is Ester. He's a pretty cool dude. I randomly made up that name up years ago when I used to RP and decided to use it for my Shepard. If I was to do it again now I'd most likely have named him Steres. I like that name a little better since it sounds special. ^_^ But meh, my Shepard is Ester so I'm fine with it.

My Female Shepard's name is Celes I think. I was a bit of a fantasy player before. >_> Now it'd probably be Naomi.

My uncompleted playthroughs are all randomly named to be honest.

Jim, German (my favorite), and Mary Jane

__________________
Mass Effect Infiltrator

I have 5 Shepards currently.
The first is my "me" Shepard called Enko. The second is completely opposite of me called Kasumi (creative, I know). Third is a male Paragon Axel, fourth female Renegade Avellina, and the last one male Renegade Raiden.

__________________

I've done mostly the standard names John and Jane, but I do have a full on renegade Engineer that I named Ginger(after my wife) and I'll have one named Raiden soon(after my son, yeah my son's name is Raiden).

I named mine my first name, Tyler. I probably will be more creative on my next playthrough. lol

Dennis - My Real Name
Dutch - My Forum Name
Alistair - My main characters name. Means: 'Man's Defender'

Only ever had one Shepard through all 3 games; Kevin. Named him after myself since I'm one of those RPG Gamers who likes moulding their characters on themselves. Considering replaying the trilogy with a new character though during the summer.

I usually name the character with some short name for the class i'll be using :P Easier to keep track of the saves

Ares, only thought of that at the time.