Anything Latin or Latin-based, like Sixtus, Octavian, Xavier or Fabian.
I can imagine members of the landed gentry weeping and gnashing every time somebody mishears their beloved Xavier's name and calls him Dave 
Also, anything that is (or sounds like it could be) a small place name. Something like, say, Brocklington carries the clear implication that his family (notably Lord & Lady Brocklington) established and own most of the whole exclusive village that bears their name.
Ordinary plebs like me have a house/flat with an address that includes a city/town/village name; for the truly posh, Brocklington-cum-Cringlesby IS the family seat.
Not that the place itself is particularly posh, but I always think that De-La-Zouch sounds like it would be a perfect, fittingly strong, confident name to give your son, if you are of a certain echelon 