What are the best fantasy story names?

The best names are names that have meaning in the context of the story. Fantasy is a broad label which includes everything from George R. R. Martin to Tolkien to Tim Powers's novel On Stranger Tides which "inspired" the new Pirates of the Carribbean movie and may have inspired all of them. Also look up Charles Williams's The Greater Trumps and David Lindsay's Voyage to Arcturus. Those are -- VERY different fantasies.