If I owned a dog, Rocky would not be a name I would choose. I don't plan on putting him in the boxing ring.

Name your yappy, pampered little Maltese this...

Terribly overused (probably accounts for the name of at least 10% of all male Rottweilers in America), but I still kinda like it. It's still cute enough for the playful puppy that the rottie thinks he is when he's with family, but still cool enough to use to stop the heart of a would-be thief in the unfortunate event of someone breaking into your home (and I mean "unfortunate" for the would-be burgler):

"ROCKY, sic 'em!"