I have a Caspar and love it (but I also love Jasper which dh vetoed). He hasn't had any friendly ghost teasing as yet, but that may change. People have generally liked the name, but I am aware that they may be saying "Pretentious gits" behind our backs. I do love a slightly frou name on a boy though... If ds2 had not been Caspar, he would have been Dexter.
I like Cassius a lot too, but I was put off by the meaning - I'm definitely prone to overanalysing when it come to names .