Lucy and Walter made me laugh out loud. I like those!
I tend to pick names from books I like - many of my animals have been named after Shakespeare. When that fails, I go with mythology - thus my dogs, Valkyrie and Valhalla.
I'd personally stay away from Hera and Zeus. They were married, and brother and sister, and a VERY unhappy couple!
Oh and if you're going to go with Cleopatra - should be Anthony, not Ceasar! Just my opinion! :)