This thread makes me laugh. Thanks, guys.
I have a different username at pretty much every site I play at. After a while, you just don't even care what you use.
What I try to do is two things: (1) make it difficult for someone to realize that I'm the same person on one site that I am on another (so no repeating of names or themes), and (2) make it sound like I'm someone who doesn't play very well. So no poker references, no use of terms like "nuts" or "bluff" or "boat" or "outs" that might indicate some clue.
I'm trying to find names make me sound either feminine or macho or stupid, or some combination. One name that I used (on a site I'll probably never play again) was JLo4Evah. I figured that might mislead people just a bit as to my actual personality and skills.

Although actually I did lose money on that site. Hmm....