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There are so many, it's hard to choose one. There is the funny English words like Crab for Krabby, the ones that simply sound better than their English version like Barrierd for Mr. Mime, and the ones that simply sound nice like Rokon for Vulpix.
Though I really like how Jigglypuff's name is just "pudding" in Japanese (Púrin), my favorite has to be Leafia because it sounds nice and fits them so well.