My favourite Pokémon was a Luxray (It's a mix between Luxray and Sylveon now), and Luxray sound a bit like luxury, so I threw the two together. Originally it was Lux-u-ray, but since Minecraft would only allow underscores, it stuck. I used to want to change it to something else, but now I work on a server I've grown attached to being called "Lux".