My spacecrafts are named according to their destination.
For the planets, my naming scheme is all about pantheons, where each planet got its own:
Moho and inside Moho orbit : Egypt gods
Eve : Greek gods
Kerbin : Wathever names come handy, like an AWOL (Asteroid Watch Observatory Logger) spacecraft which, as the name suggest, watches any asteroid that could pose a threat to Kerbin, or my Mun & Minmus Orbiter, RovEr and lander (MORE) spacecraft. So yeah, I didn't really come up with a pantheon on this one...
Duna : Pre-Colombian gods (mostly Aztec, Inca, etc.)
Dres : Celtic gods
Jool : Roman gods
Eeloo and beyond : Norse gods
For Subassemblies, it's all about mythological figures, like "Titans", "Dryades", "Hamadryades" and so on
For planes, it's currently characters from LOTR and Harry Potter
I have a few exceptions, like the Atlas program, which a series of mapping spacecraft. They each have the name of Atlas plus the name of a god. Also, my Icarus spacecraft series, which are probes designed for sungrazing ; each spacecraft of the serie have a different propulsion system