Oh, a band is an awesome and fun project, I hope it goes somewhere for you guys.
Regarding names, I've a few favorites. Two or three people I know play in (relatively unknown) bands and I love their names. One is called
Ghost & Benefits, they play rock with a sweet female voice. Another is called
Nothing But The Night, pretty hard rock with screaming and all that. The third I can't remember entirely, although it had parasol in it (maybe
Parasol Caravan). Parasol is a great word to have in a band name. Of course, the names I just told you already exist, so no stealing please! But it also depends on what kind of music you want to play.
Out of the ones you listed, I especially like:
Ghosts Don't Sleep - very true.
Strike the Cover - sounds like it has a deeper meaning, but what exactly? I'm not sure. Probably a good thing!
Show Cancelled - deliciously ironic, especially if/when you get to live acts.
Night in Lights - just beautiful imagery.
Hope that helped & keep us updated!