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revised Jun 2012
Apparently this has been missing from my posted pages for a while.
I now have 73,300 people in my database, still largely 17-19th Century New Englanders.

Searching for common first names, with names that came to mind, combining the usual variant spellings:
girls (of 35,213)
4076 - Mary, Marie, Maria, Mariah, Marion, Polly, Molly
2582 - Sarah, Sally
2308 - Elizabeth, Elisabeth, Eliza, Lizzie (but not Betsey)
1748 - Hannah (always as a first name)
1221 - Ann, Anne, Anna, Nancy  (used as frequently in middle names)
985 - Abigail, Nabby
977 - Rebecca, Rebeckah
801 - Ruth
777 - Mercy/Marcy
775 - Lydia, Lidea, Lida
729 - Susan, Suzanne, Susannah, Susie, Sukie
644 - Martha, Patty
561 - Betsey
562 - Thankful
477 - Phebe/Phoebe
403 - Deborah
361 - Mehitable (several spellings), Hittie
330 - Eunice
328 - Catherine, Katherine, Kate, etc
325 - Bethiah
310 - Priscilla, Zilla
267 - Jane, Janet, Jennet, Jenny, Jean
252 - Rachel
252 - Alice, Ellis
250 - Joan, Joanna
214 - Louisa, Lois
213 - Caroline, Carrie (not Carol)
187 - Esther, Hester
180 - Jerusha
147 - Desire
127 - Jemima
116 - Tamsen, Tamesin, etc
112 - Tabitha

boys (of 37,928)
2930 - John (with 76 John A", rarely "John Adams",  and 8 "John Q", usually "John Quincy")
1651 - William
1462 - Joseph
1458 - Thomas (with 23 "Thomas J")
1396 - Samuel
1320 - James
1049 - Benjamin (with 73 "Benjamin F", usually "Benjamin Franklin" when known)
1009 - Nathan, Nathaniel
921 - George (with 152 "George W", usually "George Washington" when known)
786 - Charles
668 - David
665 - Isaac
626 - Joshua
576 - Jonathan (the stereotypical 19th century rube name)
551 - Henry
548 - Francis, Franklin
498 - Richard
497 - Edward
489 - Eben/Ebenezer
456 - Elisha
431 - Daniel
418 - Robert
405 - Josiah
353 - Stephen
345 - Reuben
332 - Solomon
318 - Seth
244 - Jesse
228 - Frederick
223 - Freeman
219 - Ephraim
217 - Isaiah
196 - Timothy
187 - Moses
186 - Barnabas
175 - Simeon (not Simon)
164 - Jeremiah
152 - Edmond/Edmund
131 - Paul
115 - Heman (not Herman)
115 - Levi
...
21 - Tristram (mostly on Nantucket)

revised Feb 2009

My genealogy records consist largely of 17-19th Century New Englanders, so my comments may not apply elsewhere.

Spelling. The spelling of the names varied more than today,  before it was fossilized as right or wrong. Especially in the 17th and early 18th Centuries, spelling was partly phonetic. The phonetic spelling of daughter was dafter (think of laughter), of Mercy was Marcy (very common), of Pearley was Parley (a rare name in my ancestry), of clerk was clark (as a name and profession).
    Women's names often had several variant spellings, as they still do, and sometimes the short form was the actual given name, it seems (Betty, Betsey and Lizzie were sometimes short for Elizabeth, sometimes not.) We are now so legalistic and formal, with machines, bureaucrats and lawyers controlling our interactions that we lose sight of how fluid naming once was. Daniell, Samuell, Thankfull, etc were early spelled with double 'Ls,' while surnames we usually spell now with 2 often had just 1 (Covel). Women's names often were spelled with an 'H' on the end that we usually leave off now from Bethiah, Liddiah and Susannah, but keep for Hannah, Sarah and Deborah.  'Y' is now used more often than in the older records, for example Lidea/Lydia, Silvanus/Sylvanus, Rider/Ryder, Paine/Payne. It's trivial to see what the names are, but the genealogy software isn't clever enough to see those, or that that Eliazer, Eliezer, Eleazer, Eleazor, Eliazor, Eleazur, etc.  are the same.
   

Nicknames. Some nicknames are obvious because we still use them, and others have taken a while for me to figure out.
female:
Nabby, Abby - Abigail, Abigael
Polly, Molly - Mary
Sally - Sarah
Patty - Martha
Betty, Betsey, Lizzie - Elisabeth, Elizabeth (but usually are the given name)
Tempe - Temperance (but sometimes seems to have been the given name)
Fanny - Thankful, Frances
Hettie - Harriet, Henrietta
Hittie - Mehitable and variants
Nellie - Helen, Eleanor
Lottie - Charlotte
Nettie - Annette
Nannie, Nancy - Ann, Anna, sometimes Hannah
Effie -  Iphigenia?
Sadie - Sarah, Sadena
Jennie - Jane
Sukie - Susan
Dilli, Delia - Deliverance
Elis, Alis, Elsey - Alice
Zillah - Priscilla

Mercy and Marcy are the same, freely substituted, but are not the same as Mary.
Bethiah is not short for Elizabeth. Pronunciation is "beh Thy ah".

male:
Nathan - Nathaniel (sometimes, but usually distinct)
Eben - Ebenezer (sometimes)
Biel - Abiel
Maziah - Amaziah
Ezra - Azariah (sometimes)

Simeon is not Simon

Name order - I see assertions that children were named in particular order for their relatives, but no evidence for it. If it was ever true, it may have been an ideal for certain groups at certain times. I think it's an attempt to impose order on the data which the data don't support. First-born children were typically not named for their parents, but first children of second marriages were often named for the first spouse. Children often died, of course, and later children often were given the same names.

Juniors etc do not indicate paternity! An 18th Century notation that 'Richard Higgins Junr' has filed Marriage Intentions only means that there was an older Richard Higgins living in town, not necessarily that his father was Richard Higgins! Women also occasionally are Junior and Senior. There are probably errors in my database because I didn't realize how true this was. (I think we shifted to the current convention when middle names became common.)

Mr and Mrs were terms of status and respect in 18th Century records, not indicators of marital status! Most records did not include a title. This changed, so later records sometimes include Mr, Capt, Dea, Mrs, Miss, etc.
Esq
and its variants seems to show the man was a Justice of the Peace.
Military titles are often given, with the lower ranks mentioned in the early years, but only officers later. "Captain," in my records, usually means a ship captain in the later 18th and 19th Centuries, and more often a military title earlier.

Marriage Intentions were often recorded in both the bride and groom's towns, and the wedding was usually in the bride's.

Name frequencies. I posted this in July 2005 to the Barnstable County board  (mabarnst at rootsweb.com)

    Middle names were uncommon before 1800, and then the majority seem to have had them. This can change with the fashions. For example, all my grandparents and their siblings had middle names (1870-1910), but in the next generation my father and uncles had middle names, but my mother and aunts didn't, with the expectation that they would use their birth surnames as middle names when married.
    Middle names are often family names, especially the mother's given name (for girls) or birth surname (for both boys and girls), sometimes the same as the father's name (for juniors, etc.) or switched first and middle, sometimes a favorite minister or other notable. But often they seem to have randomly used used other local family names, which can be misleading when you assume they are clues for close relations.
    To use my Wellfleet grandparents and their siblings as examples: the children of Wilton Linwood Wiles and Ella Frances Ames were  Edna Frances, Leroy Bartlett, Elmer Furbush, Lizzie Leach, Jennie Stevens and Wilton Linwood Jr. And the children of George Pickering Baker and Henrietta Evelyn Reed were Esther Reed, Lulie Snow, Cora Morrison, Charlotte Evelyn and Ralph Ellsworth. Of these, Evelyn and Frances use the mothers' middle names, Wilton Linwood is a Jr. (but itself of unknown significance), and Reed is the mother's birth name. Cora Morrison was previously used in town for Cora Morrison Higgins, and there was ship and ship owner of that name, but not a known relation. Ellsworth was an uncle's given name. Sources for the other names are mysteries to me.

From about 8000 names:
    The "virtue" names are less common than I expected. I have: Charity, 1; Constant, 5; Constance, 4; Deliverance, 14; Desire, 12; Experience, 10, Fidelia/Faith, 2; Fear, 1; Grace, 15; Hope, 12; Increase, 1; Love, 1; Mercy/Marcy, 90; Mindwell, 1; Patience, 14; Prudence, 3, Reliance, 2; Temperance/Tempy 13; Thankful, 70; Waitstill, 1; and Wrestling, 1. (Elder William Brewster was the father of Fear, Love, Patience, and Wrestling.) Few boys received virtue names. Temperance was used as early as 1689, but was most common in the 1800s. I wonder whether there are sectarian differences in names, for example whether more Methodists than Congregationalists named girls Temperance.

    Names usually seen as last names were sometimes used as given names, nearly always for boys. I have: Atkins, 5; Austin, 4; Chillingsworth, 1; Collins, 5; Converse, 2; Crisp, 1; Crosby, 1 (the only girl, I think); Cushing, 2; Doane, 1; Foster, 1; Freeman, 30; Green, 1; Greenleaf, 1; Harding, 6; Hawes, 5; Hinks, 1; Holmes, 2; Lewis, 12; Lincoln, 1; Lyman, 4; Mulford, 2; Payne, 7; Prence/Prince, 4; Redford, 2; Rowland, 1; Schuyler, 1; Scammell, 1; Scammons, 1, Scotto, 6; Sears, 2, Smith, 3; Snow, 1; Sparrow, 3; Stillman, 3; Thatcher, 3; Wallace, 3, Waterman, 1; Wells, 2; Winslow, 6; Winthrop, 2, Wooster, 1. Ambrose and Tully might fit this category, too. Stillman Pratt (1804-1862) was a Universalist minister, and he was remembered with Stillman Pratt Doane (1841-1915).

    The most popular names in the past are generally still popular now. I list those with 20 or more occurrences. Numbers are approximate, and combine the various spellings. Totaling the common given names, there are about 4700 out of about 8000 total.

Girls: Abigail, 140; Alice, 38; Ann/Anne/Annie, 100; Bethia, 40, Betsey/Betty, 40; Catherine, 30; Deborah, 35; Eliza, 25, Elizabeth, 185; Eunice, 35, Hannah, 210, Jane, 32; Jerusha, 35; Joanna/Johanna, 35; Lucy/Lucille, 50; Lydia, 65; Margaret, 40; Maria, 25, Martha, 82; Mary/Polly, 355, Mehitable, 26; Mercy/Marcy, 90; Nancy, 42; Phebe/Phoebe, 45; Priscilla, 35, Rachel, 32, Rebecca, 75; Ruth, 90; Sarah/Sally, 242; Susan/Susannah, 60; Thankful, 70.
Mercy and Thankful are the only virtue names here. Since women are poorly documented anyway, it is a genealogist's nightmare trying to figure out which Sarah, Elizabeth, Hannah or Mary is referred to.

Boys: Benjamin, 90; Charles, 90, Daniel, 60, David, 70;, Ebenezer, 50, Edmund, 25; Edward, 55; Elisha, 65; Eleazer, 22; Ephraim, 25; Francis, 20, Frank/Franklin, 30; Frederick, 30, Freeman, 30; George, 95, Henry, 85, Isaac, 90, Isaiah, 32; James, 132; Jeremiah, 21; Jesse, 20, John, 310; Jonathan, 58; Joseph, 155, Joshua, 90; Josiah, 30; Nathaniel, 60; Reuben, 22; Richard, 62, Robert, 50, Samuel, 125, Seth, 20, Simeon, 21, Solomon, 30; Steven, 25; Thomas, 125; Timothy, 22, William, 185.
Edmund makes the list because of its long use by the Freemans.