I came up with a name for my consulting practice on an airplane trip where I just stared at a notepad on my phone and forced myself to keep brainstorming.  I ended up picking "Vivo Strategies" which I've kept as my legal name but also do consulting work under my Boundless and StrategyU brand names as well.  

My approach has been to stay flexible with naming and not spend too much on branding or any major investments with my name while others tend to use it as a forcing mechanism for leveling up their commitment.