This all depends on the approach you want to take with your narrator. Are you taking a more second person approach with the narrator being a member of the cast (but a side member), is the narrator describing the events without having direct relationship to himself, or is the narrator the protagonist?
H. G. Wells did the first approach quite well. The narrator in several of his books (War of the worlds, The Time Machine) feature a narrator who knows the main character (or is the main character in The War of the Worlds). In both stories the narrator is never named.
If you take an approach like this (either third person or second person) you have to decide whether or not to name the character. If it is first person, are the events more important than the character? Especially if you want an intense story, having an unnamed narrator can help keep the focus on events. If you want to take a second person approach, naming the narrator could be helpful if the character becomes important at all, but leaving him unnamed allows the author to focus more on the actual protagonist and makes the narrator feel more objective.
If you are taking a third person approach, the narrator is rarely named. I can't think of any examples of third person narrative in which the author names the narrator. This doesn't make too much sense considering in third person the narrator is suppose to be an objective story teller who isn't personally related to the story. In a third person narrative, I would find a named narrator distracting unless you wanted the story to be something like a historian chronicling it.
Not entirely related to your question, but there is the option to have a self referencing third person narrative who occasionally references himself. Hitchhiker's Guide to the Galaxy does this.