It's the same, however... "Mi nombre es Roberto Mascherano..." have a formal meaning. For example if you introduce yourself for first time in front of your classmates, colleages, boss, or someone important, in your job, or your school, or even through a letter. That's esencial. In the other side, "Me llamo Bianca..." is more common during informal situations, it's not necesary to say your last name(s).