I think for me, a dragon's name depends on the character they'd impress to. Some characters' dragons just lend themselves more to long, complicated, really unique names that make people do a double-take, and some characters would just go better with a dragon whose name was short, simple, and easy to pronounce. I do agree with Wehlim though, in Mu*s with Thread, I also prefer the shorter names, since a big long name would be quite the mental mouthful during a fall. I do sometimes like names with meaning, or quirky names, though for me it's more important that I can pronounce the name and that it flows, without too many hard sounds or consonants. Also, that it fits with the dragon's inspiration is important to me - a dragon based off a vampire might have a sinister, sophisticated name while one based off a gnome might have a cutesy, more playful name, etc. I do like vowels, and odd letter combinations sometimes, though again, it depends on the personality of the dragon and the rider they'd impress to. Some of my favorite names, off the top of my head, have been Kadanth, Zaeleth, Tzimiceth, and Arieth.
I'm not as fond of u's, j's, h's, or b's in names, for some reason. XD Or silent letters, though it does depend.