Nah, there's loads of female protestant (well, you're kind of CofE here by default if you haven't got a different religion already) Marias walking round here. It's seen as prettier and more modern than Mary, Mary is a bit of a middle aged woman name (like Lynne or Susan) . You don't ever see it as a male middle name though.

One of my friends tried to get the confirmation name Elmo on the grounds that it was in the saints book. The priest's words were "Don't take the piss son, do you want to make your mum cry?" and made him pick something sensible. Good old catholic guilt.