This is so interesting. The actual name of Jesus is not Jesus at all but Yeshua. It really sounds nothing like the word Jesus at all and all of the meaning is gone when we speak of him as Jesus. The name Yeshua means God saves, making the verse in Matthew 1:21 make sense:
And he shall bring forth a son, and thou shalt call his name JESUS (YESHUA): for he shall save his people from their sins.
In other words, that is what his name will be because that is who he is, the one that saves. I don't think it is vital to our salvation or anything if we call him Jesus or Yeshua; the important thing is to understand who he is and accept him into our hearts but for me personally, if I know his proper name, Yeshua that has all of the meaning of who he is intact, that is what I want to call him.