Much to my own dismay, I don't have any GOOD or appreciated nicknames. Let's see... There's always...
J-- It's my middle name, so it's kinda stuck. It's mostly used online.
Sociopath-- It's more of a nickname, since I'm referred to it jokingly by a few people in school. Also, I'm not a sociopath, so... Yes.
The Platinum Bullet-- A friend of mine referred to me as "The Platinum Bullet" for a good year and a half. Not anymore, though. Heh.
Uh Oh, Here She Comes-- I kid you not... I get it so often, I treat it as a nickname, now. It's not like people dislike me... Someone said it to me once, and it's kinda stuck. I'll approach a group of friends, and that's what they'll say as I near.