This is something I'm a big enough geek to wonder about.
Superman
The Wedding Album lists Clark & Lois' full names as Clark Joseph Kent and Lois Joanne Lane. In Smallville, however, Clark's middle name is mentioned as Jerome.
Obviously, we know Clark's parents are Jor-El & Lara and Jonathan & Martha (or Eben & Sarah on Earth-2), and his uncle & aunt are Zor-El & Alura. Also, I have heard that his biological grandfather was also named Jor-El. On Smallville at least, his paternal grandparents were Hiram & Jessica, and his maternal grandfather is Bill Clark. The idea of Martha Kent's maiden name being Clark is certainly something that has permeated multiple adaptations, but I'm not sure it's ever been made comic book canon.
Batman
I have heard his middle name as Anthony somewhere. Also, of course, parents are Thomas & MARTHA!!!
I also believe Dick's middle name is John, after his father (mother: Mary)
Wonder Woman
Diana, daughter of Hippolyta. We don't even need to get into the Greek pantheon.
Flash
Bartholomew Henry Allen, son of Henry & Nora Allen.
Green Lantern
Harold Jordan, son of Martin & Jessica Jordan. Older brother is Jack, younger brother is Jim. Jim's wife is Susan, and their children are Howard and Jane.
And so on, and so forth. Add any other such information from across the universe that you feel is interesting!