found this on a memory site, found it funny, thought some others would. Kind of long.

How Rodney Got His Name
What's in a Name?
I tell you, with me nothing works out. I always get stuck. That's how I got my name, RODNEY DANGERFIELD.

When I went into show business I saw an ad in the paper. It said: "Improve Your Personalilty..." So, I went to see the man.

He told me my personality was okay but my name was my problem.

I said to him, "My name? How could a name be a problem? Even William Shakespeare said, 'What's in a name?"

He said, "Who?"

I said, "William Shakespeare."

He said, "Look, do you want to listen to me or do you want to listen to your friends?"

I said to him, "I don't understand. Is it good to change your name?"

He said, "Of course I always keep changing my name. In fact, right now I can give you a very good deal. I can give you a new name for five hundred dollars".

I said, "Five hundred dollars! That's a lot of money."

He said, "It's a great name. It's a name once people hear it, they'll start saying it."

I said, "What's the name?"

He said, "Rodney Dangerfield."

I said, "RODNEY DANGERFIELD?"

He said, "See, you just heard it, and your're starting to say it! Listen to me, take the name."

I said, "Wait a minute. Suppose I use the name and I don't like it. Can I bring it back?" He said, "Of course. All I ask is one thing. While you're using the name, don't give it a bad name!"

So I decided to call myself Rodney Dangerfield. As soon as I got home, I thought to myself I made a mistake. I called the guy up. I said, "Look, I want my money back. This is Rodney Dangerfield."

He said, "Who?"

I said, "Dangerfield! Don't you remember?"

He said, "Oh, yeah, Shakespeare's friend."

I said, "Look, I don't want the name."

He said, "Don't be foolish. Try it for two weeks. I guarantee you'll like it."
I tried the name for two weeks, I still didn't like it. I went to bring it back. I couldn't find the guy.

He changed his name.

more can be found here http://www.rodney.com/rodney/archive/archive.asp