Personally, I prefer when names are in their native language, mainly because they have a level of consistency. All too often, when dealing with translations, one gets a variety of difference versions of the same name and discussion becomes extremely ambiguous. Like in Ireland, where names like Mac Aodhagáin can produce translations like Mac Egan, Egan, Eagan, Keegan, Keigan, McKiegan, and McKagan. It doesn't become immediately obvious that these group of names all refer to the same original.