Sego, Segolene, or Royal?

From the comments:

i believe the french tend to refer to mme royale as simply "segolene" (or "sego" if you want to get really familiar). interesting how we tend to refer to the women in politics by their first names (ex. condoleeza and hillary) and the men by their last.

That last sentence got me wondering. We call her Hillary... but we also called him Bill. And where does W. fit in?