I sometimes change. I was known as Winnie the Pooh once on an admin forum. That was to trick everyone though. XD I sometimes use Fluffy though... I have used GhostFace before but did not think much of it in the long run.
On sites I am active on I use this, if I do a post exchange I will use a different one along with a 10 minute email. If this one is taken I don't register on the site.
I mostly use the same name on many forums that I sign up with, simply because it's the easiest to remember. However, if that username is taken or if a forum in question has the stopforumspam plugin installed, then I'll gladly use an alternative. Like sometimes I'll use one of the very first usernames I ever had when joining up with forums, which in 2007 or 2008 it was Brian Fan, meaning that I am a fan of Brian Littrell of the Backstreet Boys. I do have some backup alternatives that I use as well, like:
Ashley.G.
Ash
Ashley1988
Ash1988
Basically just different variations of my first name. But I do like to use my first name whenever I register on a new site as much as possible.
I usually try to stick to "Kaynil", I like people recognizing me, seeing old friends feels so good. I have registered in the past with different usernames but I usually end up asking them to change it to the usual username.
Currently I am "young Link" in some Nintendo Forum, and some friends from a FF forum used to know me as "Rinku", but I think that is about it.
Yes I keep this username, I find it easier using the same username then to have about 15 different usernames. Bad enough my passwords aren't the same and I have to remember which site is which password haha.
I have been sticking with Orion or Orion Corvus for the last couple of months however, at a time, I used to frequently alter my name as a way to express myself.