Oriunda - I was going to say everything you've just written! I have a Cosmo, also named after a family member, and people always comment on how much they (genuinely) like it.
I find it really odd when strangers on the Internet say that someone's choice of name is 'pretentious'. Surely pretentious means trying to be something you're not? Without knowing someone's heritage, social circles and general way of being, how can you possibly say its pretentious?! It might be for YOU, but not for people who are NOT you. And as for the expression 'try hard' ... you bloody should try hard when its your kid. (Although I draw the line at making names up!).
Cosmo is a name with great history, links to Greek, Italian, Russian & Scottish heritage (if any of those apply & if its important to you) and - in my opinion - sounds ace.
As with any name, other associations go out the window once you've given it to your kid, so I wouldn't worry about magazines etc. you can associate any name if you really want to. Who cares.
And Cosmo Brown is awesome! 