Yao is his last name, or family name. Ming is his first name, or given name. I like to call him "Ming" because: 1. it's an intimate call, just like call your brother "hi, Ben. Hi, Jack." 2. Ming Dynasty. 3. "Ming" means "bright" in Chinese. It means he can bring fire to the team. 4. The Chinese character "Ming" is combined with two Chinese words - "Sun" and "Moon". It means Yao Ming is warm and open-minded, just like Sun; and he is human, humor and humble, just like Moon. ...... anything else? So you can call him Yao or Ming or Yao Ming or Ming Yao. Just don't call him Mr. Ming.
Asians say their last name first but sometimes changes it around trying to simplify it for westerners. However this causes confusion because you never know if they are saying it the western way or the eastern way. So both Ming Yao and Yao Ming are correct.
The NBA seems to have adoped the "Asian" way as I only hear announcers, media etc call Wang, "Wang Zhi Zhi" with his last name, "Wang" first. So I think Ming will be called "Yao Ming" in the NBA. So, Windandsea, I guess friends of Ming would just call him by his informal name "Ming"? Chris