On my home wifi, I usually have three devices connected: my desktop PC, my laptop PC and my Galaxy S. The two PCs have names set in Windows which appear in my router's device list. it bugs me a little that my phone doesn't have a name and I can't find anything anywhere on the phone's menu system to be able to set one. The only thing which comes close is the Bluetooth ID which has no impact.
I'm about to go travelling and will be staying with friends, and when connecting to their wifi (to which their IPhones are connected) I want to be able to proudly proclaim the wonder of Android rather than be an unnamed item in their host list. ;-)