I like the names of the Old Ones, which are featured in the writings of HP Lovecraft and his devotees:
Ammutseba- Devourer of Stars. Appears as a diseased, women shaped black hole.
Aphoom-Zhah- The Cold Flame.
Arwassa- The Silent Shouter on the Hill. A humanoid torso with tentacles instead of limbs, and a short neck ending in a toothless, featureless mouth.
Atlach-Nacha- The Spider God.
Azathoth.
Chaugnar Faugn- Horror from the Hills.
Cthugha- The Living Flame. The Burning One. Appears as a living conflagration.
Cthulhu- The Sleeping God, Master of R’lyeh. A gigantic, bat-winged, octopus-headed humanoid.
Cthylla- Secret Daughter of Cthulhu. Appears as a huge, winged, octopus-like creature with six eyes.
Cyäegha- The Destroying Eye. Appears as a gigantic black mass of tentacles with a single green eye at the centre.
Nyarlathotep, and who could possibly forget our beloved Yog-Sothoth!