Usually name my cities after various fantasy book cities, or made up fantasyesque names. My capital is always called "Imperial Palace" (I miss how Civ3 could fit "the Imperial Palace"). Most common lifted fantasy cities are Kesh (if near a desert), Kentosani (Civ4: Holy City), Rivendell (if on a river...), Port Blacksand (if on a desert coast), Icewind Dale (if miles away in tundra), Winterfell (if near tundra, but not as much as ID), Rohan if near horses, etc, etc.
Also Ironkeep if near iron and hills, Dragonkeep if it is going to be a strong defense point, New Haven for my first overseas colony, Seaguard for a port on a peninsular, Dragoncvity as my Engineer city, Dragonport if near Dragoncity, etc &more etc...
Means every game I kind of play with my own empire (Dragon Empire, or Dragon Republic if playing tall, Imperial/Republican adjective, the Empire/the Republic short form etc).