My character for my main game is always Kris, since that's my nickname in real life and my real name is one letter short of fitting in the name slots (except in Pokemon Mystery Dungeon: Explorers of Darkness).
My games that I use for trading or fun can have any name, although recently I've been using the same name in all capital letters, so that I don't get confused when I switch back and forth between Pokemon and my other games.
Back when I was forced to use a male character, I would typically use the male name Hiro (one of the preset names in Pokemon Gold). I also had a habit of naming a characters Peach when I was younger (even if they were male), since I quite enjoyed the character Peach from the Mario series.
Pokémon Trading Card Game for Game Boy Color was the only game where the protagonist never got a change from the default name (Mark).
You know you read too much when you dream about flying books.