I have a kid called Licky. He's been called this for two years but won't change.
Also have a lot of hip-hop inspired names like Akon and Maksim. I figure these aren't too awful, even if they'd be unusual overseas.
Then you always get a girl who's called "yan" something in Chinese and decides her English name should be "Swallow." I've gotten one of these in almost every class I've taught for the past seven years. That and "Cherry" are probably two of the most common names with dubious sorts of double meanings.
Also get the dorky names: Wizard, Magic, Warrior, etc.
I have gotten some girls with what we'd call "grandma" names like Wilma or Mildred or Edna or Ethel. For the boys I've gotten Wilbur and Dick and Marvin. These are names that (no offence if we have any Dicks or Marvins or Ethels here!) went out of fashion quite a long time ago, but there's nothing really wrong with them either. I usually let these be but if we discuss names at some point I usually mention how names go into and out of fashion.
I think the worst (best?) name I ever got though was a kid who called himself Fhkides. How do you even pronounce that? His name was sort of a rebellion against the idea of English names, as he'd just chosen a bunch of letters at random and called them a "name." What's in a name anyhow?