Have the children sit in a circle. Give one of the students the ball. Instruct the child to say his name and throw the ball. The student who catches the ball then says her name and throws it to another student. You can add a twist to the game by telling the students to say the name of the student that they are throwing the ball to.
Have the class sit in a circle. Starting with yourself, the teacher, introduce yourself and tell a fact such as, "I am Miss Smith and I love candy." Then have each student introduce himself. After the students introduce themselves they have to repeat the name of the person before them.
Create small puzzles with names of other children in the class or names of animals, body parts or other names you would lke the class to learn. This can be done by writing a name on a piece of construction paper and then cutting it out into puzzle pieces. Give each child a puzzle and then have each one of them share it with the class.
Have each child create a name book. They can draw things in a notebook, or on pieces of paper, and when they are done, you can help them write what it is in the book. That way, they can keep reading it over and over to learn names.