Yes, Haku no Fuyu-san, that's a good point, but all the genin seem to call their teachers by their first name, and nobody ever addresses the Third as anything other than Hokage-sama or Sandaime-sama with the notable exception of Orochimaru. Actually, I believe that Orochimaru is the one who reveals the Third's name to us for the first time in doing so. With the other genin's tendency to address their sensei by the first name, and Orochimaru's notable lack of respect for his sensei, this makes me think Sarutobi is the Third's first name.