Namechanged for this, as will totally out me. We named our son Thurston, and have never had anything but good comments about it.
I get that most people aren't going to be rude about a name, whatever they think privately, but others' attitudes have never been an issue.
Most people didn't get the Sonic Youth connection (or any of the others). In fact, only one person has mentioned Sonic Youth to us (in a good way), and one person mentioned the photographer, Thurston Hopkins, and one person mentioned the Thurston character in Gilligan's Island.
As I understand, it was originally a forename that then became a surname.
We love it. We did have reservations, but genuinely couldn't imagine him as anything else - he just seemed to be a Thurston. He is still young, and he owns his name (this just happens - people will just associate the name with your child).
No regrets at all, and very very glad we did it when we were hesitating for the reasons mentioned by others above - for us it was the right name :)