No... I don't really think of the missing girl, but I'm also from the States.

I think how it was always my most loved name until it became overly popular sometime in the 2000's.
As this poster said, if you're from the US there really isn't this association (and yes, the name has gotten quite popular in there). I think my first association would be the Madeline books (you know, "In an old house in Paris all covered with vines lived twelve little girls in two straight lines.." Anyone? Anyone?
I can't speak for the UK, but think if your surname starts with Mc... anything then it's probably not a good idea.