I'm quite boring with this. Usually I'll just go with Andy for single player games or frobalt if it's online.
As it weird as it might sound for some of you, I don't find the name that important. I'm not saying that in a condescending way, just so I'm clear.
If you're wondering why, it's because I don't associate the role playing aspect with actual role playing, I associate it more with personal character growth. IE: The levelling up system which makes a character stronger.
In fact, without going into too much of a ramble, I love the system of levelling up as I find it can add depth to pretty much any game, even if it's not your typical role playing game. For instance, GTA would work with a level up system. Potentially. I'll not go off on a tangent though.