I wonder if anyone has named this reflexive phenomenon of having the title of the story explicitly mentioned within the story itself. Sometimes it works and in fact is necessary, such as when the title of the book/story is a part of the plot. Terry Goodkind does this - each of his book titles are in fact parts of the story, and thus need direct mention. (Edit: No sooner did I post than I thought of a couple exceptions. "Faith of the Fallen" for instance)
However, some authors use titles that never see direct mention within the story. I could be wrong, but I think that a couple of George R.R. Martin's titles have never actually been used as a part of the story - rather, they are allusions to the events within. A Feast for Crows, for instance. Obviously a 'Game of Thrones' is an exception. Everybody and their brother uses that phrase within the books... (I exaggerate, of course).
The same goes for songs. In fact, I like it when the song title is not an actual lyric. Some of my favorites are "Tripping on a hole in a paper heart" by the Stone Temple Pilots, and "Paralyzer" by Finger Eleven. It is a form a of meta-writing, I think. You're actually extending the meaning of the story/song itself by using the title to elaborate on its themes.
I just finished a story in which I really had to struggle not to put the title in. I wanted to use that meta-discourse, but damn I love self-reference. It's a weakness, I suppose. I find it amusing even when it is cheap and gratuitous.
What do the rest of you think of this sort of thing? Does anybody know of a name for it? What kind of effective uses of it have you seen and used?