Nicknames that actually have an historic meaning to the state in which the university resides are the best. Cavaliers, Seminoles, Cornhuskers, Buckeyes, and so on.
However, you are right. Unlike in FL and with the Seminoles, I could see a group of people in MS (who are not associated with MSU athletics) banning together to get rid of the nickname. Similar to what happened with North Dakota. Would be our f'n luck.