Yep, I definitely include all the room names on my map. Sometimes it hints at what might be/what you might get in that room (minor early spoilers: for example, [sp]you get the Origin Sigil in the Origin Altar[/sp]), NPCs and tablets often bring up room names, etc. Also, this is pure speculation for now, but [sp]I wonder if there's some meaning to how often two or three adjacent rooms share the same name, but I forget if La-Mulana 1 was like that or not.[/sp]
I haven't played in a while to catch up on other stuff, but I am feeling like I'm starting to run out of leads again. I guess I probably only do have a few bosses left, but who knows.