Username - real name or alias?

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When we join myLot or another discussion site we have to choose a username. Some people use their real name and some people choose a word that isn't related to their name. If we join many different sites we also have to decide if we want to use the same name on every site. Some people use the same name on every site and some people choose a new name when they join a new site. When we use the same username on many different sites old friends are able to find us. I use an alias on most sites. I have used Porcospino on several sites, but I also have a few other names that I use sometimes. Do you prefer to use your real name or an alias? Why? Do you use the same name on every site or do you use different names?