My DS is named Caspar, he is 3 and I haven't had one person mention the friendly ghost connotation. He was due on Christmas Day ( was actually born 30th of Nov ) but I wanted a Christmassy name for him and Kaspar was the name of one of the three wise kings ( different spelling obviously ).
It's still quite unusual and i really think it suits him, also shortening to 'Cas' sometimes is quite nice and I think will be quite cool when he is a teen. Good all-rounder i would say :-)