... Amusingly, the middle two kanji on Kyon's headband could be used for the name "Kiichi" (Ki-Ichi). Change the second kanji from one to four and you'd have "Ki Yon"... or, to simplify things, "Kyon."
Of course, that "logic" kinda flies out the window when you realize you can't really spell "Kyon" that way.
*e* For the record... no, this wasn't intended to be a serious guess as to what Kyon's real name is.