I like Rocket Monkey - just because it has Rock in it, and isin't a 'the' band.

Make sure whatever you decide is not already being used, i.e., web search and trade mark search. I've run into trade mark problems before and it can get expensive - best to avoid the whole thing. To be safe, register the name, or at least retain documentation/posters/etc that proves common law usage i.e., you had it first on date;---.
- a good FREE method is to print a band poster, or contract, or something that proves you were using the name commercially - put it in an envelope and mail it to yourself. If you ever get hauled into court, let the judge open it. Case closed!

Or even waving said envelope in the challengers face might be enough to make them run for the hills. Whoever thought the postal service would be so useful? In Canada the cost of a stamp is mainly for storage..

..and you'll probably want to snag the domain name.. a quick test shows that rocketmonkey is already taken..
Names are hard to find that haven't been taken and that eveyone likes. It usually comes down to one person making the decision - 'here's one that is available, its pretty catchy and this is it!' Otherwise it will churn forever..
Good luck!