Doug E. Fresh
Al B. Sure
Sophie B. Hawkins
k. d. lang
…?
David O. Selznick
George C. Scott
P. T. Barnum
Michael J. Fox
Yngwie Malmsteen’s early albums had him billed as Yngwie J. Malmsteen. Flo & Eddie remarked at the time that this was to distinguish him from all the other Yngwie Malmsteens in the music business.
John C. Reilly
William H. Macy
David O. Russell
Sports commentator Stephen A. Smith
Cheap Trick drummer Bun E. Carlos
Movie gangster Edward G. Robinson
William H. Macy
Soul singer Mary J. Blige
Actor Lee J. Cobb
Samuel L. Jackson
“Stand By Me” singer Ben E. King
Joe E. Brown.
William H. Macy is only H because of Bill Macy. Hollywood.
This is the case with most actors or guild professionals that use full middle names or initials (I think Michael J. Fox uses the J for this reason).
Jeannie C. Riley (“Harper Valley PTA”)
C. W. McCall (“Convoy”)
B. S. Pully (Big Jule in Guys and Dolls)
Gary U. S. Bonds (“Quarter to Three”)
B. B. King
Billy J. Kramer (and the Dakotas)
D. J. Bonebrake (drummer for X)
J. J. Cale (“After Midnight”)
Wendy O. Williams (Plasmatics)
Uh… Chuck E. Cheese?
Instead of his real middle initial, A.
But yep. When all the good names are taken, you have to add detritus, kind of like public system email names.
(I’d have to use an initial, as my base name is taken by a very minor and not terribly flattering actor…)
Which, I remember once reading, he opted against, because “Michael A. Fox” could be parsed as “Michael, a fox.” 
Thought of a few more post-edit window:
A. P. Carter, patriarch of the Carter Family.
GG Allin, spectacularly transgressive shock-rocker. (OK, they’re not actually initials, and of course it wasn’t his real name… he was born Jesus Christ Allin.)
P. P. Arnold, 60s soul singer
Lacy J. Dalton, C&W singer-songwriter
Ernie K-Doe? (Yeah, I know, not really… nor LL Cool J, or ZZ Top…)
Right. He couldn’t use his real middle initial because it sounded fake. :smack:
W. C. Fields.
Craig T. Nelson
Vivica A. Fox:D
Vanessa L. Williams AKA the REAL Vanessa Williams.
K.K. Downing, guitarist of Judas Priest
Steven J. Cannell