For real name-changing class there's "Screaming Lord Sutch, The Third Earl of Harrow".
Born plain David Edward Sutch, and with no connection to the nobility at all.
Or ? of ? and the Mysterians. Must be fun explaining to yet another clerk that "yes, ? is indeed my legal signature."
Prince was on to something when he decided he would be known as a particular symbol. But spoiled things a bit when he sent the media the necessary font to reproduce the symbol.
But anyone naming themselves or, worse, their offspring Elvis Aaron Presley deserves nothing but derision.