I've never thought about this before. I don't believe I've ever addressed my PDoc as anything. Maybe because it is one on one. When I've referred to them with others I've definitely addressed them as Doctor YadaYada. I've definitely called my psychiatric nurses by their first names. I've never had a good enough relationship to really do otherwise with my Pdoc - just lukewarm and sub-par.
For me...I suppose depending on both the comfortability and their level of laxness (is that a proper term?) I could go either way. Definitely wouldn't shun a first name basis.