In reply to Blue Straggler: I can see this is a serious matter which could end in fisticuffs, but I'm going to wade in regardless and explain my thinking with my own overlarge vinyl and CD collections. Normal names - John Smith etc - get filed under surname. Band names - King Crimson, Jethro Tull, Vibrators etc - get filed on the first name.
Prince Buster? Ah well. My totally inflexible system ensures that made-up personal names are filed under... whatever I was thinking at the time. Howlin Wolf is filed under W; Little Walter is filed under L.
...I realise now I have no right to an opinion on thjs subject.