Pick a name that you will be proud to call. Shadow or Molly might be less embarrassing than Ooga Booga or HeyYou.
That's time-tested advice right there. Make sure the name is something you won't be ashamed to holler at the top of your lungs, in front of your neighbors, if the little dear gets loose and takes off down the street.
Come to think of it, the same advice should apply to naming kids.