You know, to be honest, I never gave any of this much thought. I've been addressed by my name, blue, sir and ump and I respond favorably to all of them. Consistent with Mike and piaa, I always introduce myself by name at the pre-game conference and if the coaches want to call me by name, that's fine.
During the game I always refer to a Coach as Coach. Just a habit I developed for consistency. Although I don't mind being called by name, I can never be sure if the coach does.
As far as the players go, I'd prefer that they didn't call me by name but the others (ump, blue, sir)are fine. I usually address the players by position or their uniform number. I wouldn't be able to remember all the names anyway.