Which Country's Nobility has the Coolest Surnames?

I agree.

That's 'von Thurn und Taxis' (the 's' got cut off)

Sir Andrew Peter Monro Walker-Okeover of Gateaker

Because the Taxis name originally was Italian (Tasso, meaning "badger"), Von Thurn and Taxis supports the theory that names from foreign languages make up the most emblematic noble names.

And what's the deal with Hungarian noble names with a "de", e.g. Rhédey de Kis-Rhéde, considering that "de" means "but" in Hungarian! Was it just copied from French or Latin?

This is it, the answer is simple: French, and this is why;
http://www.proto-english.org/e5.html

With the future ascent of the House of Westling (armigerous since yesterday!) Sweden will soon have a dynasty with an -ing name for the first time since the phallic Ynglings.