I tell people they can just call me "sir."
Today, the website of the New Oxford Review features a piece from their January 2000 issue entitled: "Bishop Fred?" Why? "Would Catholics refer to their bishop by his first name? Not likely. It would be incongruous because it would be so disrespectful. Oh yes, we've heard of some Catholics on the left fringe who do so, but they probably do so in order to signal their own low view of the episcopate."
Actually, in the Eastern churches -- both Catholic and Orthodox -- priests and bishops are more often than not, referred to by their first names, as in "Father Basil," or "Bishop Seraphim." The motive of their faithful is less one of familiarity, than of endearment.