SNSD fans are called S♥NEs because it means that SNSD & their fans are one. Hence, the pronunciation of S♥NE as "So One."
Other fanbases ~
SHINee's fanclub, SHINee World is taken from the title of their first album & because Shining Land = SHINee + World. It's also known as Shawol, which is just a shortened version of the two words combined.
DBSK's fanclub, Cassiopeia, is the name of a constellation with 5 main stars & there are 5 members in DBSK. Without a star, Cassiopeia [the constellation] wouldn't be Cassiopeia so they're emphasizing the importance of every member.
2PM's fanclub is named Hottest because JYP considers 2:00PM as the hottest time of the day.
2AM's fanclub is named I am because 2AM + 2PM = One Day. I am + Hottest = I am Hottest. Very clever ~!
FT Island's fanclub is named Primadonna because it's the name of their first album's song title. It also means that their fans are the heroines of their lives.
U-Kiss' fanclub is named Kiss Me & I think the meaning behind that is pretty obvious ^^
Kara's fanclub is named Kamilia because it's a combination of the words Kara & familia.
2NE1's fanclub is named Black Jacks because Black Jacks is also known as Twenty-One.
CN Blue's fanclub is named BOICE because it's the words "voice" & "blue" combined.
ZEA's fanclub is named ZEA's Style (I think) for obvious reasons.
MBLAQ's fanclub is named A+ because all of the members' bloodtypes are A & it also means their absolute quality (from Music Boys Live in Absolute Quality) is A+.
SS501's fanclub is named Triple S because the first 2 S's are taken from the band name, which stands for Super Stars & they added on another S, which stands for supporter.
Brown Eyed Girls' fanclub is named Everlasting. Idk why though... Wish their fanclub name wasn't so close to SuJu's -_-
f(x)'s "fanclub" is named Aff(x)tion, pronounced Affection. Meaning is obvious. It's not an official fanclub yet though, just the name of their international forum.
4minute's fanclub is named 4NIA because 4minute + Mania = 4NIA.
B2ST's fanclub is named B2UTY. Obvious reasons.
Oh, I found fanclubs for individual members:
MIRacle - Mir (MBLAQ) *obvious*
Soonja - Thunder (MBLAQ) *Idk the meaning behind this one*
SeungHolics – Seungho (MBLAQ) *obvious*
Flames – Minho (SHINee) *because his nickname is Flaming Charisma*
Blingers – Jonghyun (SHINee) *because his nickname is Bling Bling*
Lockets – Key (SHINee) *key-locket, get it? :)*
M.V.Ps – Onew (SHINee) *In their debut song, Nuna You're So Pretty, Onew sings "Nuna you're my MVP"
Taemints – Taemin (SHINee) *After their debut, Taemin would always carry around candy with SHINee wrappers to give to nunas. I think this is the cutest fanclub name ever!!*
J+ - Joon (MBLAQ) *a play on MBLAQ's fanclub name, only replacing the A with his first initial*
Jaywalkers - Jay Park/Jaebeom *obvious*