I haven't read the other replies, figurred i'd give an untainted personal perspective first.
I often refer to my male side in third person by name, i think i mainly do it as a short-hand because saying "the male side of myself" is just too clumsy. I gave myself another name because i wanted to try and express the identity a little, the third-person bit just kinda happened. I often reffer to my self in third person by my birth name too though, i think i got this habbit from my boyfriend.
I think the habbit of third person tends to lead to a lack of integration though, depending on how the people around me deal with it. Most of my friends are kinda dismissive of it, and i don't mention this side of myself to my family. But i have one friend who humours me, or tries to be a good listener or whatever, he seems to see me as two people, which i don't quite like... especially odd given i haven't quite managed to devise a public face for my male self yet, so far it is only a name.