I use my real name pretty much everywhere - as you can see ._.
Delphine comes from the latin for dolphin and I like it. But I used to name my characters 'Soul' in Pok?mon for instance, because 'Delphine' wouldn't fit xD With X&Y, it fits, so now I keep my real name every time. Except for my second town, the mayor is called Lili because two Mayor Delphine would have been confusing.
Such a pretty name ^-^