Too many to mention, but from the top of my head:
Mongo Santamaria (distinctive and fantasy evoking)
Techno Crab (awful and hilarious in equal doses)
Angry Samoans (ditto)
Modest Mussorgsky (because the first name moonlights as an adjective, and the two names looks, and reads, great when put together)
Van Dyke Parks (the best of the bunch imo; slightly crippled, perhaps, by the fact that a lot of people already know him and his works, but aside from that it's perfect.
I also have a soft spot for every band name including the word "orchestra":
Salt City Orchestra
Innerzone Orchestra
John Davis and the Monster Orchestra (now that's a great name!)
Love Unlimited Orchestra
Machito and His Orchestra
Bert Kaempfert and His Orchestra
Yellow Magic Orchestra
Electric Light Orchestra
Penguin Café Orchestra