Confession: I often don't really think about titles until it's time to submit the paper to a conference. I have been known to quickly come up with, say, four potential titles and then ask my friends to vote, but that's about it. This blog entry makes the very excellent point that paper titles are really, really important. Not only that, but Patrick Dunleavy goes through both how to write a good title and how to write a terrible one. Both lists are so helpful! I really like the suggestion to do a google search of the potential title to see what else comes up. I'm also a fan of the full narrative title idea, but I can imagine that might be really tricky to do well.
My addition to all of this: Pay attention to titles when you read papers. Which titles do you like? Which do you hate? Which are completely uninformative? I think this process alone will help you come up with better titles for your own papers.
Inspiration for this blog post: this David Evans blog entry.
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