I've struggled with this too. My first niche sites were in areas that I had some professional experience of but I was not selling my own products.
Now that I am focused on the IM niche I am using my name on all my social media accounts and so on. I'm building a couple of new curated sites - one is in NLP training (my profession) so although I am not training now, I would like to have my own name connected to the site. As NLP kinda crosses over into Marketing I think that will be okay. The other authority site I'm beginning is completely different. I'm building this one with my son and its about London life. He lives in London so will be able to dart around to different events and get pics or review. It's a long term project. I'd like to be connected but think I might use my name with a pen name so its maybe my 'maiden' name or as my hubbie is adopted I sort of feel we can use his birth name and it still feels like its me.
With any other niche site that I don't have any professional or personal interest in, it's pen names all the way.
Thanks for this thread, writing down my thoughts has finally helped me with a decision!