In fact, the rules of good tone recommend that you name a person as he presented himself, not as you like. But there are always lovers to prove to another, as they really call it, or to experience a surname-fatherhood, in order to show respect... Although what is easier and respectful - to take into account the direct request of the interlocutor.

With respect,
Not Shura, not Alexander Sergeevich and not Mr. / Comrade Ivanov.