David has told the story of how he chose his stage name many times, he saw Neil Tennant's (Pet Shop Boys) name while reading Smash Hits. You might not know that when you fill out your Equity form you have to give three choices for a name in case one of them is already taken. David's second choice was David Brandon - from Kirk Brandon of Spear of Destiny, and his third choice was Chris McDonald.
The reason he could not use David McDonald was that there was an actor with the Glasgow Civic Theatre names Richard David McDonald and Equity considered the names too similar.