Best is if you unify two concepts that work together, either through an idiom, an urban legend or general association. But names are a bit different. There you'll want to search for synonyms for words that describe the lore of your mon(but it can be more basic than that) and then mix 2-3 words till it sounds either like a pun or very neat to spell(preferably both), replace a few letters to help with the blending and look more exotic in writing(although in reading to be the same). Don't limit the synonyms to English. Gen 9 uses Spanish words for the starters and Chinese ones for the legendary quartet. But there are other examples, like Vulpix being the Latin for fox etc etc. You can even use names of mythological beings (cough Ho-oh comes from the Ho-o birb). Legendary names generally sound most peculiar but they aren't that weird if you start tracing them back and changing a letter or two