What bands namecheck themselves in song?
 

Morningwood does in the "Nth Degree".

Devo did more than once.

There are others but I'm drawing a blank right now.

the who

Run-DMC in pretty much all of their songs. I've always thought that they were the most self-referential hip-hop group ever, sampling their earlier songs a whole lot.

They Might Be Giants have a self-titled song. And Bad Company.

sabbath

Not a band, but Liz Phair in "Rock Me":

"Your record collection don't exist
You don't even know who Liz Phair is"

They Might Be Giants is one I was trying to think of. Now I've got the song stuck in my head.

The king of self-reference has to be the Godfather of Soul, James Brown.

Kid Rock does it all the time, too.

Roger Whitaker never did. Neither did Neil.

'Cause we are GWAR
And we'll go far
We've got guitars
We'll eat your car.....
GWAR GWAR GWAR GWAR

One of many, not even counting the ones where another character is referring to them [ie Morality Squad]

Alice Cooper
"I said I came from Detroit City
and played guitar in a long haired rock and roll band
She asked me why the singer's name was Alice
I said well listen baby you know you really wouldn't understand"

Mojo Nixon in his cover of that song, and I'm sure some others.

Does namechecking have to be obvious and literal, or can it be subtle?
"I've got suicidal tendencies, but i can't kill myself" Suicidal Tendencies, "Suicidal Failure"....this is quite a depressing album upon rethinking it.

Pop Will Eat Itself
lots of times
one song is just them repeating "PWEI" dozens of times.
otherwise, "Like a ten ton truck, don't give a f*ck, and if you don't like the Poppies [their nickname], that's your hard luck"

Murphy's Law
"We're Murphy's Law OI OI OI"

KMFDM. Many, many, many times

Bad Company

Bad company
And I won't deny
Bad Bad company
Till the day I die
Till the day I die

The Monkess - "Theme From The Monkees (Hey, Hey We're The...)"

Jon Spencer Blues Explosion does quite often.

Roxette - twice.

Joan Jett - in the song "Black Leather".

That one's kind of borderline.

Sort of like in Pink Floyd's "Have A Cigar" - "...oh by the way, which one's Pink?"

Assorted Jellybeans
The Aquabats
311
Limp Bizkit
Dance Hall Crashers

Metallica - Whiplash

The show is through the metal is gone
it is time to hit the road
another town another gig
again we will explode
hotel rooms and motorways
life out here is raw
but we will never stop
we will never quit
cause we are "METALLICA"

Adrenalin starts to flow
you're thrashing all around
acting like a maniac
whiplash


Iron Maiden - Iron Maiden

Won't you come into my room,
i want to show you all my wares,
i just want to see your blood,
i just want to stand and stare,

See the blood begin to flow,
as it falls upon the floor,
"IRON MAIDEN" can't be fought,
"IRON MAIDEN" can't be sought.

Oh well, wherever wherever you are,
IRON MAIDEN'S gonna get you,
no matter how far, see the blood flow,
watching it shed up above my head,
IRON MAIDEN wants you dead.


Twisted Sister - Come out and play


Another one off the top of my head..
Damn Yankees

Green Day has a song titled Green Day, not sure if it's mentioned in the song though.

Sublime

Mike Jones.

= J

The Clash
"This is Radio Clash"

Well John Lennon namechecked the Beatles if that counts.

Motorhead

and

Mojo Nixon

Prince, many many times over his entire career.

built to spill.

There was a band in the late 80s named Livin' in a Box. Their big hit was "Livin' in a Box" from the album "Livin' in a Box."