So there is no direct translation at all?

Nope, there isn't. Like MMM said you could chose characters that have a similar pronunciation to your name, but there are probably hundreds to choose from. In any case there is nothing that has been specially outfitted for your name.

Anyhow I would like to interject and say that I have heard that any foreigner who becomes a Japanese national does have to pick kanji for their name.

Interesting and yet sounds very complicated. Heard Japanese is as difficult as Russian.

That is just a myth. You can use any of the three Japanese writing systems.

So, sunowaka, how do you write "Diego" in kanji?

Sorry I write repry so late.

I think how 漢字 fit Diego

I choice 大恵梧.

Parts means
大 is big
恵 is be blessed
梧 is very clever or intelligent

And how do you expect people to read the 大 as "di"? Or what are the chances that ANYONE would read 大恵梧 as "Diego"?

In other words, how good is a name when almost no one would actually be able to read it?

If I saw 大恵梧 written somewhere, I would never think it was meant to be "Diego". Never!

Your point is correct.
大 don't usually read "di"
But it is called 当て字(atezi).
This is very popular in Japanese.

For instant
America is　亜米利加
Europe is 欧羅巴

Can you consent?

No, I disagree completely. There is an illogical jump in what you're saying.

While both 亜米利加 and 欧羅巴 may have started as 当て字, they have already gained some recognition over time and they can be found even in dictionaries. Many native speakers can read them without problems even though I personally never endorse using them. They should be written in katakana.

How about 大恵梧? Who would be able to read it as "Diego" besides you? We don't need new words that only one person can read and recognize.

"Diego" is written ディエゴ in Japanese and that's 100% of the time.

Just google these words.
亜米利加 - 116,000 Results
欧羅巴 - 64,000 Results

大恵梧 - 0 Results
ディエゴ - 484,000 Results　

How do you expect people to even read 大恵梧 when it's nowhere on the Internet and nowhere in the largest Japanese dictionary? Who would benefit from using this 'name' if a "serious typo" is what it can look like at best?

Sashimister, I am not sure he speaks very well English. You might want to continue your talk in your native language so that he can fully understand what you mean with your comments.

Just my 2 cents...