My favourite would have to be Ample Fry the Eelektross - not just because it's a "big fish" (ample + fry) but because it's a near anagram of "lamprey", while also punning on "fry" (i.e. zap with electricity) and containing "amp" (as in the unit of current). So many references in one name...I was hoping it would be its localised name.
Special mention too to Alfilada the Bisharp. The "bishop" + "sharp" combination works even better in Spanish, where a chess bishop is alfil and afilado/a is the word for sharp(-edged).