Interesting discussion.
I chose oxymoron because I simply like the word. I also love the word serendipity.
Sometimes a username is just a reflection of an individual, besides what's in a name anyway? I could write my name: Sumeet S (ugly as it is) but it doesn't change as to how I respond as 'oxymoron' - at least for me any way - I respond and write poetry just as I would with or without my real name attached - of course when I publish I will use Simi S (its a little less ugly).
Now I've broken the rule of never revealing your real name on the internet (God knows what someone can do with it). At least no knows my last name =D Most sites ask for a username because of safety reasons - not because of 'insecurity'
8 years back, I used to have the screen name devilish angel (now to me that sounded cool - at the time), but looking back now - it really means nothing, just a 'cool' way to have some identification.
The only thing that bugs me about usernames are the ones that have ebonics or slang written all in them, like Mantofuckwit or GangstaNav ..and also - lil shorty ghetto princess - =)