You could mix up some historical names, like so:
Hammurabi Cromwell
Vercingetorix Macedon
Xerxes Yeltsin
Montezuma da Vinci
Sixteen Rabbit Von Braun
Tokugawa Carver
Zap Branigan?
Nacho Mama?
Richard Bigmeet?
Ted End?
Unree Markable?
Enya Faze?
Ramesses Nibblick III (or, alternatively, the long version: “Ramesses Nibblick III, Kerplunk-Kerplunk, Whoops Where’s My Thribble?” You’d have trouble fitting that on most forms, though.)
Edmund Blackadder (I know it’s a fictional character’s name, but it could so easily be anyone’s real name that I don’t think it’s going to be an issue- especially if you live in the US. You could always spell it “Edmond” if you wanted to differentiate the name whilst keeping the same effect, too.)
Sancho. (Just “Sancho”. Whenever someone asks you about this, you can simply say “I am Sancho. Are you Sancho? No, you are not Sancho. Only I am Sancho.”)
Lee (or Leigh) Enfield (Come on, it was too obvious for me not to mention! :D)
Henry Winchester
Spencer Springfield
Thomas Sterling
Lewis Gunn
Earl Cambridge
Benjamin Negotiable-Currency (“It’s pronounced ‘Cash’, just so you know”)
Neville Eric Warne (N.E. Warne, “Anyone”… geddit? 
)
Wayne Kerr (not if you plan on visiting anywhere in the British Commonwealth, though…)
Robert “Bob” Dobalina
Tyler Durden. (How cool would it be to be able to introduce yourself as Tyler Durden?!)
You know what will be really interesting? Seeing if any of the suggestions in this thread show up as new usernames in the near future…
Anonymous!
(No, I don’t know what you’d do for a last name, but come on, it’d be awesome…)
Exxon Valdez.
Cecil Danger Zotti.
How about something multi-cultural?
Mohammed O’Malley
Vladimir Singh
Eduardo Goldstein
Duke D. Derringer (Duke “Danger” Derringer), or just “Triple D”.
Buck Bronson
Rip Rap
Lightning N. Thunder
Helmut Ramstien
Dirty Sanchez
Ruddigar Jason Mattenopoulos
Stroumboulopoulos is also good.
Lord Elsington Halstingdingdingworth. (That’s the name of my fish!)
Major Major Major. (Surprised I’m the first)
Terry Yaki
Um… 'sall I got.
Polonius Bartleby III.
John Cock-toe-sten
Andrew Lloyd Dobler
Franklin Delano Romanowski
You could go very P.G. Wodehouse with this, if you wanted. And your name would sound much more distinctive with a hyphen in it.
How about:
Featherstonehaugh Throckmorton-Knuegelson III
(Pronounced “Fanshaw Thrumton-Nayson”)
Aethelbert Spicklesby-Chatterbotham
Oliver Tuesday Twistleham-Whipplesby
Really, the possibilities are endless.
Marvin O’Gravel Balloonface?
Or, for something a bit more reasonable, with a Russian aristocratic flair:
Oliver Closoff?
Kai Takahashi
Roderick Gallowglass
Bennington Smith
Shan Davis
Theo Waitley
Gregory Holmes
Kilgore Trout
Kevin Shiba.
Jeremy Parker.
Tharg.
Gus Disting.
Skyler Jaayden Mountbatten.
Nelson Cork.
Oswolf Fraduati.
John Box.
P(hineas) B(arnum) Sammich.
“Eggs” Benedikt.
Pffft, then I’ve got the perfect name for you: Ben Dover!
Just 50$, special price for you my friend!