Cameo of Dethecus has a good idea -- if there's a specific name for your Death Knight that you want, probably best to grab it right now. You can create a character with the name on your server right now, and then when Wrath comes out next week, delete the placeholder character and the name should be freed up for your DK.

During the beta, I called my Death Knight Dingbat, only because it was the first thing that jumped to mind. But it was a little silly to hear the great knights of the Scourge ordering me around as Dingbat, so I'll probably go with something a little more threatening for the actual release: Marton? Erathor? Killahdk?

Whatever it is, now's probably a good time to check and make sure your name is free and get a toon in place before someone else takes it. And please: spare us from the "Darth" names. Nobody, including Arthas, wants those.