Everyone loves a nickname, and Supernatural has plenty for the characters, the actors, and of course the fans ourselves.
Sam and Dean
While not exactly a nickname, the most common term used to refer to Sam and Dean by fans, and occasionally by Bobby, is 'the boys'. Jared and Jensen are also referred to as the boys by both fans and fellow cast and crew.
Most commonly it is the Winchester's adversaries who refer to them by a variety of pejorative epithets:
- Uriel refers to Dean, and all humans, as 'mud monkeys' 
- Atropos, Crowley and finally Castiel himself, refer to Sam and Dean as Cas' 'pets'. 
Probably the most expressive term is used by the ever articulate Crowley who calls them "denim-wrapped nightmares". . He also calls them the Hardy Boys<ref= name="five10">5.10 Abandon All Hope</ref>, a term long-used in the Television Without Pity recaps of Supernatural.
Dean doesn't really have a nickname. Sam calls him Dean. A lot.
Occasionally others use terms that refer to his good looks: Ghostfacer Ed Zeddmore calls him çhisel chest' , and Brandon a waiter at Biggerson's Restaurant refers to him as 'Ken Doll' as he serves him a turducken slammer.