Personally, I write the English names out correctly, but if I'm trying to think of a scene from the anime, I'll think of the characters in their Japanese names. Makes no sense, but it's how they're used in the series, and I just instinctively think of it like that. (Still, if I was talking or writing about the characters themselves, I'd write and say it in English.)

Also, Aru is a really dumb name. Makes me think of an elephant for some reason.