An actual badger.
Some others which are missing so far:
Vincento Nibali: The Shark/The Shark of the Straits
Tyler Farrar: The Wenatchee Wonder
Alejandro Valverde: Bala Verde (Green Bullet, may have been posted), Valv-Piti
Luis Leon Sanchez: Luisle (Spanish)/Lulu (English)
Heinrich Haussler:
Barbie Barbie (Still don't get why it's like that)
Andy Schleck: Schleck the Younger, Skinny Schleck (as opposed to Fat Schleck)
Alberto Contador: Bert (his best, for me), The Accountant
Andre Greipel: Andre the Giant, The Strongest Man on Earth (within the team, apparently)
Some riders have things written on their bikes, but they usually suck. I would put "Gorilla Greipel", and "The Racing Kangaroo" (Barbie) in that category, among others.