On a boy, especially as a middle name, I like the idea. Reminds me of the Hendrix song "Little Wing"--in fact Little Wing itself would be pretty cool. Andrew Little Wing Sherborne. Nathaniel Little Wing Caldwell. Et cetera.
On a girl, I only think of the musician. (
http://en.wikipedia.org/wiki/Wing_%28singer%29) People tend to treat her like she's a bit of a joke, so it's not really an A++ reference to me.
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