What are some cool Japanese names?

It depends on what kind of 'cool' you're looking for, and what gender. I've always liked these names for a girl:

Amaya

Sayomi

Satomi

Jun

Rin

Reiko

Atsuko

And there are also some cute male names such as:

Hayate

Hotaru

Ren

Kyo [alt. Kyou) (that one is actually both male and female)

Akarui

Kurai

Hope this helped. ;)