What's in a name? That which we call a rose, by any other name would smell as sweet.
I'm going to have to disagree with our friend Billy on this one. Watson =/= Evan. Names are everything. The name by which you adress and refer to a person is the most important part of their identity. For example, "Evan" conjures up a completely different person than does "Watson." The same person is called many different names by different people, and the terms they use and the way they say it can give the person a whole new meaning each time. Tommy can't say the word "Kelli" without a smile on his face, but Sly is perfectly fine referring to her as one of the "Foxy Ladies." You see what I did there? I changed his name too because he's different when he's Sly, and I'll talk about him in different ways depending on which is apt. The names I use are for that part of that person, that character they play when they act a certain way. Yes, Jazz is Daniel, but only a part of Daniel is Jazz. The whole is made of Jazz as well as Daniel, and Danzig, and Ziggy, and whatever else I might call you. I make up these names so I can remember more easily, but they're just as psychologically significant as they are pragmatic. Only a part of me is Evan; I'm only Evan sometimes. A name isn't just what you are called; it's who you are and how you do what you do.
In response to your many queries, I don't prefer one over the other. Just like Watson and Evan are different people, the people that call me by each are in different catagories. Females tend to call me by my first name, and males by my last, but that's a matter of their preference, not mine. It does mean something, though, and there are rules to why some people call me certain things. Watson distances me, while Evan endears. My various other nicknames do similar things in either direction. Sometimes I will tell somebody to call me one thing or another, but mostly I wait and see what they prefer to call me. That helps me see where I stand with them. Give them options and the answer they choose will generally tell you something about them and yourself.