The first true "baseball name" I recall loving was "Ken Caminiti". True, it helped that he was the NL MVP for the Padres the year I became a baseball fan. But damn... that name. Ken Caminiti. The last name "Caminiti" makes any first name sound cool. The alliteration only helps matters. As an awe-struck 8-year old Padre fan (I'll need to explain this later, won't I?), nothing sounded cooler.
The 1996 Padres were a great team for names, come to think of it. Tony Gwynn. Andy Ashby. Wally Joyner. Trevor Hoffman. My favorite apart from Caminiti, of course, was the versatile utility man, Archi Cianfrocco (Archi is pronounced with a "k" sound). Just look at that for a moment. It's a thing of beauty. No need for a nickname with a moniker like that.
I'm not sure what goes into a great baseball name, what separates them from the rest. Baseball names are just not the same as normal great names. The best ones roll off the tongue, bouncing or twisting along the way. They usually demand some slight facial exaggeration to fully appreciate their sound. Either that, or they just sound undenably cool.