I've got first name, middle initial and surname as my business name. But my choice of business name was solely to assist clients from my previous job find me. (I was under a restraint of trade agreement that prevented me from contacting them directly, but which didn't stop them from approaching me). I've often thought of changing my business name, but in my industry, the choice of a business isn't really crucial to my success, and because of regulatory and licencing reasons, I've decided it is easier to stick with the same name.
However, if I was starting from a zero base, I'd choose a catchy name instead. When operating under your own name, people have the perception that you are a small suburban outfit. That might also imply that you might not have the range of people with the right skills or expertise for all jobs. It also means that everyone that calls up wants to deal you with you - They feel like second-class clients if you don't have the time to look after them personally. Using an alternative name makes your branding, marketing and advertising easier. It possibly also makes it easier to sell your business for more money.
Short answer: only operate under your own name if you want to portray yourself as offering a very personalised exprience or if your market is such that nobody cares what you are called. It is ideal for those who want to keep things small with minimal other staff. But for everyone else, just choose a different name.