My birth name is Alexandra. When I was a kid, I used to get called Alexander a lot, and it usually offended me because, well, it wasn't my name, and the other kids (and teachers!) were deliberately doing it to annoy me. For that reason, I won't change my first name to Alexander -- I don't want to give the f***ers the satisfaction. But I do really like the name Alex, so I'd keep it as a middle name, and change my first name to my parents' choice had I been born male.
Assuming I ever transition. *sigh*