Names I like from this thread so far:
-Ma Deuce (for any .50 caliber gun, as a homage to the M2.)
-Peacemaker (an handgun. You could extend it to rifles, too, but it just doesn't seem right. A classic name.)
-[My] Boomstick/Thunderstick (that is what it is, no?)
-Fantastic Plastic (any polymer gun.)
-Tactical Tupperware (any polymer gun.)
-Chicago Typewriter (Any SMG, Thompsons especially.)
-Atomic Annie (as a homage to the nuke gun of the Korean War. Preferably something with a big muzzle flash and report.)
-Vera (gotta be a big gun.)
-Wallet
-Master Key (for a shotgun.)
-Zeke (it just sounds cool. Any NATO nickname is fair game, I think [yes, I realize "Zeke" was before NATO].)
-Meat Stick
-Quack Smacker (HD weapons especially. Like shotguns.)
-Loaded
-Brass Rain (any automatic high-capacity weapon.)
-Sarah Jane
-Reason & Wits (make these a pair of weapons.)
-[The] Big Stick
-Big Burp, Little Burp (for a pair of carry weapons)
-Persuader (any shotgun, it's gotta have that big bore. I do believe this was a general name for shotties before Mossberg named their coach gun it.)
-Gladys
-The Judge
-[Big] Bertha (gotta have a big flash and report.)
-Mary
-Pete and Repete (pair of something, preferably pistols.)
-Captain Shooty
-Ol' Suicide (it's gotta be a Nambu)
-[The] Exorcist (long gun only.)
Some of my own:
-The Pen (a reference to a Patton quote. Preferably for automatic weapons.)
-The Dispatcher
-Optimus Prime (not mine.)
-The Equalizer
-My Little Friend (a variation on this is "My Little Friends", referring to the rounds, not the gun.)
-[The] Sleeper (don't wake up the Sleeper...)
-Black Magic (for a black rifle)
-The Wizard
-Carolyn McCarthy's Worst Nightmare (any "tacticool" weapon. Can abbreviate to "Cameron" if you're creative.)