Picked Iron Dragons. Iron IMO fits in better with the gothic imagery of 40k than Steel does, and the last two names were too wordy for my likings.
By the Gods of gaming... my eyes! >___< That's one hell of a reason not to go with Steel Dragons.I find names with an "of" too long to be catchy.
I prefer Steel Dragons over Iron Dragons, because "Iron" sounds a little bit too obvious to be fancy.
Go Go Steel Dragons!