Interesting one...

I really think it depends on the airport. BWI is "Bee-Double-U-Eye" for me, but DCA is "National," and definitely not "Reagan." ORD is "O'Hare," but LAX and SFO are "Ell-A-Ex" and "Ess-Eff-Oh." SEA is "Sea-Tac" and JAX is "Jacks," Houston is "Intercontinental" and Dallas is "Dee-Eff-Double-U."

When I write them, I almost always use airport codes, even for the ones that I use names for (like National or Sea-Tac).