First, I agree with others that the name sounds fine. If the good citizens of York are happy for their most famous street to continue being known as 'The Shambles' I can't see why it should bother you :-)
Secondly, if your house only has a name, rather than a number, then changing it could lead to unforeseen problems. If your address is "The Shambles, 123 Any Road, Somewhere, XY1 2AB", credit reference agencies will list the address as "XY12AB123" and changing the name won't affect any credit applications. If, however, there's no house number, credit reference agencies will record the address as XY12ABTHESHAMBLES. If you change the name, your new address won't be on their computer and you'll have problems getting credit or making internet purchases.
Lasly, if you're determined to change the name, I suggest 'Hyefeld' from the Old English 'de Hyefeld' meaning 'dweller by the high field or open country'.
Chris