Oh yes - we had families and yes we named them!
We made a family tree for them each time a new member was added (so pretty much every semester). I can't remember all the names of the families but mine was 'The Big Family', obviously we were the largest.
We would also break up into family teams when we did Sig Kap jeopardy before the new members took their exams. My family won many times!!
SigKapAZ and SigKapSundevil are both in my family
I must add that as their Pledge Ed I was pretty excited that they chose women in my family as their bigs so I could add them to my family tree!!