I'll nickname a Pokemon if I'll be using it, or if it's a special encounter like a legend. Otherwise, no. In addition, I have recently, for whatever reason, been inspired by the name Robby, and find that no matter what Pokemon game I play, the name always finds its way onto a member of my team, like my Victreebel in HG or Medicham in Platinum.
I tend to alternate between not doing nicknames and doing nicknames. Sometimes I'll have a mix of nicknamed and non-named Pokes. If I'm doing a special run (such as a monotype) I'm usually gonna name them, however.