I haven't really done that so much with MAC - Except maybe Taupeless and Naked You, but I've bought colors for the names in other collections of makeup. This happens the most for me with Nars.
I own Orgasm blush and lipgloss (I've been wearing Orgasm blush since I was 20 though - I'm now 27!) I also own Crazed, Sin and Deep Throat blushes - I think their names of colors are among the most provacative. I used to want the Sex blush, but it wasn't the best color for me.
Aside from their racy names, Orgasm, Sin and Deep Throat happen to be amazing colors.