It's a cool name, but some people will still think of the friendly ghost. At least he was friendly! But if it worries you have you considered Jasper or Caspian?
I love Caspian, but part of me thinks it's more 'out there' than Caspar and I doubt I'd ever have the guts to use either. For some reason, I strongly dislike Jasper although it's practically the same as Caspar . . .