For the most part, I only ever nickname Tewi and Reisen, because they're my favorites and IN is my favorite game, but I have some others.
Reisen -> H-Bunny :derp:
Tewi -> Tei (Usatei 2011 got me stuck on that nickname)
Marisa -> Mari-chan
Remilia -> Remi (Just from random other people)
Alice -> Arisu-tan (In my thoughts, I don't romanize it, but a lot of people might be confused if I typed アリスたん)
And I don't think it counts, but:
Cirno -> Chiruno (Because it sounds nicer in my mind, and because all my friends that I've brainwashed say "Sirno" and it's annoying)