I call all artists "first name last" because, quite frankly, I'm western and am used to addressing people by their first name.

On all my sites I use this way and get pretty irked if I find out I was backwards on a name.
Of course when speaking Japanese I say it last-name-first. I don't deny that "Utada Hikaru" may flow better but I still call her "Hikaru Utada" because that's the way I've trained myself.
Sometimes I think people just go with what they commonly see. It irks me though on websites when some names are first name - last or the other way around and there's no real pattern...makes it harder to find people. >>;