Either "Link" or "Blue" for the most part, though really, really, old save files have him named after myself. There are a few exceptions but they're usually for, like, additional playthoughs that no one cares about. Yeah. For instance, I started replaying Phantom Hourglass last week (I think it was last week...? I got distracted, whoops) and named him "Ebola" just because.
When I was a little kid, I used my name because I didn't realize the green hero kid had his own name. Once I realized he did, I started naming him Link. Only recently have I begun naming Links after OCs they remind me of. Wind Waker is Dagger, OoT/MM is Luke, Spirit Tracks is Thanatos.
Oh, and I also named my latest TP file Ravio, and the horse Sheerow.
Usually Link, but nowadays it's always **** Me. Ever since watching Zero Punctuation's review when he mentioned doing it and getting enjoyment out of Navi shouting "**** me it's cold in here" I've done it myself and it really does add a comedic effect to the game. Hash tag worth.
As a kid I used to do my own name, but now it's always Link. I almost never rename characters, games like Elder Scrolls are the only kind where I bother thinking up names.
These days, it's always either Link or Azure. I used to be obsessed with the name Alphonse so I would name him that a lot, too, but I haven't done that in a while. I really love the name Azure, and I use it as a character name for pretty much any game I play with a naming option, The Legend of Zelda included.