That's an easy one. The name is just an entry in LocalSettings.php
For posterity: The variable is called $wgSitename[1].
There's a minor catch though: If $wgMetaNamespace[2] is not set, it will default to $wgSitename's value - meaning that links to the meta/project namespace might be broken after renaminmg the wiki, as they're not updated automatically. (That's one reason I prefer to use $wgMetaNamespace = "meta".)
HTH.
-- F.
[1] http://www.mediawiki.org/wiki/Manual:%24wgSitename [2] http://www.mediawiki.org/wiki/Manual:%24wgMetaNamespace