I've heard of different stories giving different characters first and last names, but I wonder how many are canon?  Here's what I can come up with...
Ryu - A line of G.I. Joe Street Fighter figures had his last name as Hochi, and the Van Damme movie said Hoshi, but I don't know that he has an official one.
Ken - Ken Masters
Blanka - The live action movie said he was Carlos "Charlie" Blanka, suggesting that he was Guile's friend who'd died before SFII.  But the two are separate characters.  In his SFII ending, Blanka's first name is revealed to be Jimmy, but no last name is confirmed that I know.  Blanka, I believe, is a name given by villagers who'd spotted him before he won the tournament, reunited with his mom, and attempted to reintegrate into society.
E. Honda - Edmond Honda
Guile - The SF cartoon that used to come on USA said he was William Guile, and Van Damme was William F. Guile, but don't know that this is official.
Chun Li - The G.I. Joe action figure was Chun Li Xiang.  In the live action movie, she was Chun Li Zang.  In the animated movie with the shower scene, she was just Chun Li.
Zangief - no other name that I know of 
Dhalsim - no other name that I know of
Balrog - He's Mike Bison in Japan, but Balrog in the US to avoid lawsuits.  But don't know of a first and last name.
Vega - Is Balrog in Japan, but has no other name that I know of.
Sagat - The G.I. Joe toy was Viktor Sagat, and Wes Studi was Victor Sagat in the movie according to IMDb, but this is unconfirmed as far as I know of in the games.
M. Bison - Is Vega in Japan, but is only M. Bison (not Mike) in the US.  Heard the "M" symbolizes the mystery surrounding him.
Cammy - Was Cammy White in the animated movie, but as far as I know, this is unconfirmed.
Fei Long - Was Fei Long Wong in the USA cartoon, but just Fei Long everywhere else.
DeeJay - no other name that I know of
T. Hawk - I think the "T" stands for Thunder, but that doesn't give him a first and last name 
Abel - From his intro (he was found amnesiac in a Shadowloo lab) and Guile's (Charlie's body was never found,) I thought that he may be Charlie.  From his ending and Seth's mid-boss intro, I think he could be another Seth clone.  He doesn't remember a first and last name, and I don't know that his given birth name is Abel or that whoever gave his that name bothered to give him a last name.  I was attempting to solely focus on SF IV characters on this list, as this is the SF IV forum, but Charlie is Nash in Japan and was Charlie Nash in "The Legend of Chun Li," but I don't know if it's 100% official.
C. Viper - "C" stands for Crimson.  Probably a code name, like Duke, Scarlet, Snake Eyes, Road Block, etc. Real name probably top secret, so she doesn't have to have one and quite possibly may not.
Rufus - no other name that I know of
El Fuerte - No doubt a ring name.  True identity unknown, as is the way of the luchador.
Sakura - Sakura Kasugano
Rose - no other name that I know of
Dan - Dan Hibiki
Gen - no other name that I know of 
Akuma - Is Gouki in Japan, but doesn't have a confirmed first and last name.
Gouken - no other name that I know of
Seth - Is one of several clones (number 15.)  Probably doesn't have a proper last name.
Guy - no other name that I know of
Cody - no other name that I know of
Adon - no other name that I know of 
Dudley - no other name that I know of 
Ibuki - no other name that I know of
Makoto - no other name that I know of
Juri - Juri Han
This is off the top of my head without checking the database. Only others that I can think of from the series are that Karin is Karin Amoh and R. Mika ("R" stands for Raindow) is Mika Nakakawa.  Don't know the EX characters, only played a bit of the first in arcades.
EDIT: Karin's last name is actually Kanzuki.

• Guile is William H. Guile, the animated series says William F. Guile, which makes no sense.

Ah, ol' Billy Guile.

Anything you learned from either the Western cartoon, movies, anime, anything like that is probably wrong, so toss out Ryu (no last name), Blanka (no last name), Guile (I'm pretty sure the "William" part was never used in the games), Chun-li (no last name), Balrog (He's only Mike Bison in Japan, so it's too messed up anywhere else), Sagat (hey, you forgot that he used to be called "Iron Fist' ;D), Cammy and Fei-Long.  
 
C.Viper also doesn't have a real name as you suspected, its a codename.  
 
The only characters off the top of my head that have full names are Sakura Kasugano, Juri Han, Ken Masters, Dan Hibiki and maybe a small handful of others. 

As T. Hawk is a Native American, chances are 'Thunder Hawk' -is- his name.

" Anything you learned from either the Western cartoon, movies, anime, anything like that is probably wrong, so toss out Ryu (no last name)"

I think it's Cammy White for sure.
 
EDIT: Checking around, I think her surname is mentioned in SSF2.

" I think it's Cammy White for sure.  EDIT: Checking around, I think her surname is mentioned in SSF2. "

"

• Guile is William H. Guile, the animated series says William F. Guile, which makes no sense.

"

To me, William F. Guile and Mike Bison are canon. Mainly be cause it really pissed off my mate when i'd talk about Will and Mike as real characters.

Blanka Jones

 Sagat (hey, you forgot that he used to be called "Iron Fist' ;D

A bit off-topic, but there are more characters with full names in the Street Fighter Universe than one might think.
 

• Karin Kanzuki - Rival of Sakura Kasugano, first introduced in Street Fighter Alpha 3
• Maki Genryusai - Originally from Final Fight 2 as a replacement for Guy, introduced in Street Fighter Alpha 3 and Capcom Vs. SNK 2
  
• R. Mika - stage name Rainbow Mika, real name Mika Nanakawa, first introduced in Street Fighter Alpha 3
  
• Charlie Nash - Unconfirmed if this is official as Nash is his name in Japan
• Allen Snider - Rival of Ken Masters, first introduced in Street Fighter EX
• Pullum Purna - First Arabian street fighter, first introduced in Street Fighter EX
• C. Jack - Full name Cracker Jack, likely a pseudonym as the name refers to him using a baseball bat in fights
• D. Dark - Full name Doctrine Dark, first introduced in Street Fighter EX
  
• Blair Dame - Original Akira character, first introduced in Street Fighter EX
• Skullomania - Real name Saburo Nishikoyama
  
• Hugo Andore - One of the Andore's from Final Fight, first introduced in Street Fighter 3: Second Impact
  
• Rolento F. Schugerg - I didn't know he had one. I cheated and looked this one up.
• Cody Travers - Was given a last name in Final Fight: Streetwise. Unknown as official. Maybe Super Street Fighter 4 will tell.
• Yun Lee and Yang Lee - Were addressed as the "Lee Brothers" in the Street Fighter 3: Second Impact ending.

Bill Rog

" A bit off-topic, but there are more characters with full names in the Street Fighter Universe than one might think.
 

• Karin Kanzuki - Rival of Sakura Kasugano, first introduced in Street Fighter Alpha 3
• Maki Genryusai - Originally from Final Fight 2 as a replacement for Guy, introduced in Street Fighter Alpha 3 and Capcom Vs. SNK 2
  
• R. Mika - stage name Rainbow Mika, real name Mika Nanakawa, first introduced in Street Fighter Alpha 3
  
• Charlie Nash - Unconfirmed if this is official as Nash is his name in Japan
• Allen Snider - Rival of Ken Masters, first introduced in Street Fighter EX
• Pullum Purna - First Arabian street fighter, first introduced in Street Fighter EX
• C. Jack - Full name Cracker Jack, likely a pseudonym as the name refers to him using a baseball bat in fights
• D. Dark - Full name Doctrine Dark, first introduced in Street Fighter EX
  
• Blair Dame - Original Akira character, first introduced in Street Fighter EX
• Skullomania - Real name Saburo Nishikoyama
  
• Hugo Andore - One of the Andore's from Final Fight, first introduced in Street Fighter 3: Second Impact
  
• Rolento F. Schugerg - I didn't know he had one. I cheated and looked this one up.
• Cody Travers - Was given a last name in Final Fight: Streetwise. Unknown as official. Maybe Super Street Fighter 4 will tell.
• Yun Lee and Yang Lee - Were addressed as the "Lee Brothers" in the Street Fighter 3: Second Impact ending.

  It makes me wonder how many hours I spent playing Street Fighter games to vaguely remember all those people. "

Anything from the Street Fighter Plot Guide should be taken as canon.