I've had a .name domain forever and I had no idea first.last.name was even a thing, meaning that it was possible to register this without owning last.name. That said, my domain is simply unusual.name, and everybody in my family has email addresses in the form first@unusual.name. So this is a no-op for me, and I gather www.unusual.name will also continue to work, since I own the 2nd level outright.
I feel that I more trust some corpo (Google, etc) that one particular person.
I don't imagine setup where you can effictevely guarantee them full privacy.