The first thing that you see or hear when you see or hear of a game is the title. Therefore, I think that the title is second only in importance to the cover art, appearance-wise (or maybe it's the other way around). For a game title to be good it must be fairly short, recognizable, and not fatally stupid-sounding. For example, Grand Theft Auto is a great name, for many reasons; chiefly among them is the fact that it tells you what the game's about: stealing cars. Another is Half-Life: it's a scientific term in theretical physics (the decay constant to an atom or something like that), and Godon Freeman is a scientist, but it also (probably) has something to do with the "half life" of the zombies.
But on the other end of the spectrum are crappy names, mostly names made up of random words to sound as generic as possible. Take Alpha Black Zero: Intrepid Protocol and the recent Monster Kingdom Jewel Summoner. Both names give no information on what they're about, except that one is a generic shooter (it has "Alpha" and "Zero" in the title) and the other is a generic RPG (it has "Kingdom" and "Summoner" in the title). Other crappy names include Elemental Gimmick Gear (what exactly is so gimmicky about this...elemental...gear?) and No One Can Stop Mister Domino!, a game famous in the annals (I went through extra effort not to misspell that) of bad-name history.
Oh, and I dare anyone to think of a cooler-sounding name than Far Cry. If you ask for it at a game store, it definately sounds like you're buying a manly shooter and not some generic puzzle game collection or something.