I think this is harder when you're younger - say, under 18. I remember feeling uncomfortable when calling some people who were older than me by their first names. These days, however, it's a non-issue for me. I address everyone I know by their first name, no matter what their status or age - and that's pretty usual in the UK (in my experience). In business, everyone is also on first name terms, no matter how well you know the other party.
Outside of work, I'd use surnames for people I don't know. For example, if I ever met Dean Cain, I'd feel awkward calling him anything other than Mr Cain. Tony Blair would be Mr Blair. And so on.
On a side note, I've noticed that, because everyone in my choir knew Sir Andrew Davis (he's a conductor) before he got his knighthood, we all call him just plain old Andrew. If he'd begun conducting us *after* he'd got his knighthood, I'm sure we'd all be calling him Sir Andrew.
Yvonne
