I have a tendancy to call him Atom as well. For me though, that comes from getting a lot of Tezuka stuff in Korea. Koreans call him Atom (or sometimes Atom Boy!).
I think I like Atom a bit better, but mainly 'cause I think it works better as a name. I dislike the idea that his English name is a descriptive noun. It sounds unnatural (although his name is often just shortened to "Astro"). Maybe it's because he doesn't have a "Clark Kent" identity and is "Superboy" 24/7.
On the flip side though, I think I like Kimba better than Leo. There is something 'cool' about "Jungle Emperor Leo", but I think "Jungle Emperor Kimba" is just as cool. Leo is just too easy a name to fall back on for a lion character. I just don't think it's as inspired as Tezuka normally is.
What about "Princess Knight"? A literal translation of the title is "Ribbon Princess", right? Again, Princess Knight works well as a title - but it leads to some akward moments (at least in the bilingual kodansha editions). When Sapphire rescues Tink from Lord Nylon's clutches in the forest, she rides up wearing a mask and everyone says "oh, no! it's the Princess Knight", but from the dialogue it seems to indicate that they are unaware they're facing off against a woman (girl?).
Any other name transformations?