The Bastard Son of Dean Friedman; Dickie Davies Eyes; I left my heart in Papworth General.
Almost the whole Half Man Half Biscuit catalogue has a good deal of depth to it. As for album titles, Achtung Bono is a kick up the arse of the Irish, pissweaselish popster.
Some of my favourites...
I hate Nerys Hughes (from the heart)
An outbreak of Vitas Gerulaitis
The Len Ganley stance
Joy Division Oven Gloves
Irk the purists
Paintball's coming home
All I want for Christmas is a Dukla Prague away kit
Evening of Swing (has been cancelled)
We built this village on a trad. arr. tune
Them's the vagaries
99% of gargoyles look like Bob Todd
Venus in flares
Albert Hammond bootleg
It's clichéd to be cynical at Christmas
The light at the end of the tunnel (is the light of an oncoming train)
And for album titles, you can't beat the punning majesty of Trouble Over Bridgwater.