Lampshaded in The Avengers when Coulson shows up at Stark Tower.
Pepper Potts: Phil!
Tony Stark: Phil? Uh, his first name is "Agent".
- Note that it is completely in character for Pepper to learn his name, and for Tony to not. This gets a Call Back after Coulson is killed by Loki.
Tony: And there's one other person you pissed off. His name was Phil.