• Stephen Dedalus: Stephen Hero, A Portrait of the Artist as a Young Man, Ulysses. Joyce actually published under this name while a student at University College of Dublin, an essay called "The Day of the Rabblement," which spoke out against the protests to W.B. Yeats' play The Countess Cathleen
• Gabriel Conroy: "The Dead" If one reads into the life of Joyce, Gabriel Conroy is what James Joyce feared he would become if he stayed in Dublin.
• Shem Earwicker: Finnegans Wake At war with Shaun, who in real life is Joyce's brother Stanislaus Joyce.

It's not so odd for a writer to use an alter-ego, but Joyce almost always seemed to include it in his longer works.