I've only recently started nick-naming them. I tried a bit with the Game Boy version of Red way back in the day, but it was hard to tell who was who in the PC, and I could not remember all the nick-names, so I constantly lost track of who was in what box.

It stayed that way all the way up to my X Nuzlocke Blind run, in which I named them all after candy (or some other sugary treat). Chespin is Peppermint, Pidgey is Coocolate, Lucarion is Ribbon (his Mega-Forme head tails reminded me of those Christmas Ribbon candies), Tyrunt is Jawbreaker, Oddish is Gumdrop, Ledyba is Buttercup (her spots), and stuff like that. It was a lot of fun, and much easier now since you can see their exact sprite when you have them boxed