Translation of names between Chinese and other languages is always going to be a hit and miss affair. There are so many combinations of letters that simply cannot be accurately represented using Chinese characters, and that's just with English. Bring into the mix the fact that different languages that use the alphabet pronounce them differently and the Chinese translations can be as clear as mud (anyone know the Chinese for Llanfairpwllgwyngyllgogerychwyrndrobwllllantysiliogogogoch?)
Several things about transliteration leave me cold, however.
The first - you see it a lot in sports like volleyball (very popular on TV here) where people will wear shirts that say their name on the back in the form X.Y.Zhang. With Chinese characters, there is absolutely no concept of initials (in this sense) so why do it at all? OK, the team may have several Zhangs or Wangs but it makes no sense to Chinese people.
Second - use of Pinyin. No-one reads Pinyin. No-one publishes books in Pinyin. It's not a language it's a teaching aid. Signs in Pinyin always remind me an episode of the British TV show Challenge Anneka where the host, Anneka Rice ran into the grounds of a school for the blind and loudly shouted "Is there anyone here who speaks Braille".
So who, therefore, are signs in Pinyin intended before. Most Chinese people I know could not quickly read a sign that says "Xiao shan gui ji ji chang" (and wouldn't bother when the Chinese characters are just above it) and then most non-Chinese can't either - similarly road workers in Hangzhou are given high-visibility vests (amazing in itself) that proudly say "JIAOTONG" - presumably someone tells them what it says when they're first given them.
Finally - mixed names. I can understand that for most people here calling a certain footballer "Ronaldo" is much harder to remember/pronounce than 罗纳尔多 but who decided to translate AC Milan as "AC米兰"?
I think the CCP's Sprilitual Civilization Steering Committee has let these travesties slide...