When I first registered my company back in 2002, still working for someone, I thought about a name for my company. A lot of *funny* things came up but I ended up naming it after my own last name. Two years later I renamed it to something else, as I had come up with a theory to back it up. I won't go into details, but you can ask me if you like.
The Freelance Switch has an interesting post on naming freelance businesses : they discuss the pro's and cons of a personal name for you freelance business of not.
My advice if you are going to use your own name is to only use one part of the name. So using my name as an example – Jack Knight – I would much rather "Knight Consulting" than "Jack Knight Consulting" as the former is both personal yet still larger than just myself.
I wouldn't agree, but a more personal name could give a wrong impression if the company grows larger than one person. Imagine having your own name on you office building instead of a proper business name…