I hope I understood your question so that it boils down to have a key that takes a list of column names and assigns it to the single columns:
\pgfplotstable[display column names={A,B,C}]{...}
If so, the following example does this. It defines a key that takes a list of column names. Note, that it contains code that is taken from another tex.sx answer from @Villemoes and I know to less about tex to say if it is correct or will work in every case. So I cannot give any warranty:
\documentclass{article}
\usepackage{pgfplotstable}
\pgfplotsset{compat=1.8}
% taken from one comment of Villemoes in
% https://tex.stackexchange.com/a/15263/3061
\def\pgfglobalkeys#1{\begingroup \ifnum\the\globaldefs>0\relax \else \globaldefs=1\fi \pgfkeys{#1}\endgroup}
% define the new key
\pgfplotstableset{display column names/.code={
\foreach[count=\n from 0] \x in {#1} {
\pgfglobalkeys{/pgfplots/table/display columns/\n/.estyle={column name=\x}}
}
}
}
\begin{document}
\pgfplotstabletypeset[string type, header=false, display column names={A,B,C}]{ %
i ii iii
ii iv vi
iii vi ix
}
\end{document}
The key code of column names is straight forward and easy to understand. It will loop over the given list using a foreach loop and sets the columns name. The problem is that the foreach body is encapsulated in a group so that any change to a macro, counter or key is local. So after we quit the loop all keys are reset. Therefor I took the \pgfglobalkeys from Villemoes. And then it works :).

header=false,display columns/0/.style={column name={I}}, for the rows it needs some more work. – percusse Jan 28 '14 at 16:55