Moreover, don't choose any name which sounds self-centered or self-pampering.
Reason: Most people are interested only in
their motive. If you select a self-centered name, the visitors to your site would be mostly your good friends who cannot refuse you. Moreover, many people may percieve this as a act to boost your ego(Just like some people create fanclubs for themselves on Orkut.com and members of their fanclubs are their friends who just cannot say decline the invite and join just to keep the relationship good)
The only
exception when you I feel you choose your name as domain name is if the name is a 'brand' in itself. Eg:
www.askVG.com (VG=Vishal Gupta, a reputed member at this forum). But remember, your name has to be very popular among the related folks and you will have to work hard to spread and publicise your name to such extent that people associate your name with your work or field. For eg: When I hear name 'Vishal Gupta', computer tweaking is what comes to my mind, and not the question 'Who is this guy'?