Well, I think there are various reasons to why I chose my current nickname/forum name:
1. I really love the D.Gray-Man series,

Especially like the protagonist,
Allen Walker, because he's so cool, he is both "the good and the bad", well ... he is an Exorcist (good guy that vanquishes the "evil" - the Noah family and their Akuma) and he also has the memories/persona of a Noah within him. I don't think the manga has ended but well the whole story and anime (watched the anime first) are really interesting and cool,

2. I am quite fond of "emoticons" or the smileys and stuff, so when I came up with my nick, I thought it looked pretty much like
~'(^ + ^)'~, Allen's golem so I just stuck with it. My nick is also used for my Steam profile name,

Also remembered seeing some guy on steam having a nice "emoticon" name too: (-(-_(-_-)_-)-)
3. I get to have a "unique" name that pretty much would be super hard for another person to accidentally pick the same one as mine.
Wouldn't have picked another nick, well the other nick is what I usually use for my other profile/(s) (used for deviantArt) and not even sure how I got it in the first place, name just came to me (in a dream?).