The display name of the spawn egg item will create a mob with the same name:
/give @p minecraft:spawn_egg 1 50 {display:{Name:"Custom Name"}}
For 1.9:
/give @p minecraft:spawn_egg 1 0 {display:{Name:"Custom Name"},EntityTag:{id:"Creeper"}} Alternative with 1.9:
/give @p minecraft:spawn_egg 1 0 {EntityTag:{id:"Creeper",CustomName:"Custom Name"}}
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