this entirely based on shoddy memory of something I think I heard someone say on LJ once, but possibly the first time Mckay calls Sheppard "John" is in that episode where Elizabeth is dying, and one of them decides to go ahead with some kind of replicator-related procedure, and the other finds out after and is mad?

I can't even remember what episode that IS, but apparently when John confronts Rodney is when Rodney first says "John" (though, again, based on vague memory of an LJ comment).