I gave my players an very, very old light cruiser, saved from a space hulk and being dated back almost as far as to the crusades, named "The End of Sublety"
The name was heavenly inspired from Ian M. Banks Culture novels (a merge of the "So much for subtlety" and the "End of Invention") since I both like the novels and the names used by the Cultures ship.
While most are to strage to fit into W40k setting, some work quite well while having a wink at you. I know that the Imperium takes it wars quite seriously - but Rogue Traders are so far at the side of normal Imperial society that they should retain some humor.
Sincerely,
Eochaid ... Arr!