Pick a name that's dashing and fun to say. Pay attention to sylables, cadence, and alliteration. Definitely take a first and last name, or a first name and a place name, or a name and a descripto. For instance:"Ramiro the Red" is good, because it goes "da-da-da-da-DA." The sylables and double r make it roll of the tongue. Same goes for "the Dread Pirate Roberts".
"Marius Delphius" is bad, bacause there's a full stop after Marius. Well, maybe this one can be good for a villain. "Marius" can be said with a sneer.
Be that as it may, I know a fencer named Marius, which may influence the above opinion (Marius is not a swashbuckler; he's a fierce, very serious student and practitioner of the rapier.)
I, however, am a fencer. My SCA name is Michelle du'Port Royale (It's French, thus the masculine Michelle). Say it, the name rolls of the tongue: da-DA-da-DA-da-DA. Fun. Good name for a fencer.
So, pick a fun name. No one will notice a swashbuckler named Burt. But "Barnaby Brineswallow" will attract attention.
-zaruthustran, which is a terrible name for a fencer--but a decent name for a drow mage created in middle school circa 1989.
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