These are good names: Nix is the goddess of the night, and Hydra was the offspring of Styx, daughter of Oceanus, and the titan Pallas (which is also the name of an asteroid). Pluto’s biggest moon, Charon, is the name of the ferryboat driver who took the souls of the dead across the river Styx to the underworld, and of course Pluto is the Roman name of the god of the underworld.
Update (June 27, 2006): I had originally spelled the moon’s named as "Nyx", but it should be Nix. The name Nyx is actually better, but it was already used for an asteroid! So they used a variant of the spelling for Pluto’s moon.‘