I have a good friend named BJ.. he was never teased and the name SO suits him!
On the subject of funny names, I once sold a car to a guy named 'Harry Cox", if you can honestly believe it. What were they thinking!!?? And if it was me, I'd go by Harold...
My oldest son's initials are KY. We thought about it a little... but then decided that no kids would probably even draw the comparison. We;ll see!