I think that The Rolling Stones was a hell of a good band name. Inspired. Nice that they also turned out to be a hell of a good band.

Some other band names I think are quite good:

The Band       (The essence of simplicity! Smart.)
The Mothers of Invention      (although I did not like them much)
The Grateful Dead          (brilliant name!)
The Viletones
Stark Naked and the Fleshtones (a pun based on "The Viletones")
Sex Pistols
The Velvet Underground
The Clash
Voidoids
Cardboard Brains
Dead Kennedys (utterly tasteless...but very effective for its purpose)
Bunchafuckingoofs (the most honestly named band in the history of punk rock!)
Souxie and the Banshees
Joan Jett and the Blackhearts
King Crimson
Meat Loaf (Conveys a lot, doesn't it? Or maybe not? Heh!)

I put a lot of punk bands on the list, because I find their names hysterically amusing. It's very odd to base a musical movement on total loathing for self, society and others...but they somehow did it. Quite extraordinary in retrospect.