I always read Sergei as closer to SAIR-gey. It never occurred to me to say Sir Gay. You can try other Russian names, but please stay away from Boris, because I have a character named Boris and you will violate my copyright ( ), and stay away from Oleg. Oleg is just a really ugly name. Good for the villain's henchman, I guess. I like the name Andrey, and also Alexei (that one is actually really good). Yuri is okay, as is Leonid, though that one makes me think of cosmonauts for some reason.
@minstrel: Yuri Gagarin, first man in space (or something like that). My dearest nephew is called Boris, so that would be too weird for me, so don't worry. Olegs are hot! I knew a couple and oh boy. Blonde, blue eyes, tall, muscular, tanned etc. Really complicated too. But I didn't choose it, because Ollie would be his nickname and that's too cutesy. The only reason why I don't find Alexey sexy is Alexei Sayle. And Andrey is a gay friend of mine, and I would just feel too weird trying to pair an Andrey with a woman.