I don't think the MIB has a name. And I think that this is important, considering the dichotomies already established in the show.
The MIB is the antithesis of the light -- the one found in the cave. Mother had said that each man has a small amount of the light within them. What we also know is that each man has a small amount of darkness. The light shared by humanity has no name; similarly, neither does the darkness.
I think Jacob has a name because his natural mother had already given him one. If you think about it, there really was never a need to name the "other," since they were to remain secluded and simply live out their destinies as Mother foresaw them. Notice also that Mother does not have a name.
So, I think people expecting some "AHA!" moment when MIB's name is revealed may be disappointed. Personally, I really like it.
What do you think?