You can patch the name:last, name:first-last and name:last-first macros defined in biblatex.def. These are used by all of the default name formatting directives and take four arguments:
{<last name>}{<first name>}{<name prefix>}{<name affix>}
or
{<last name>}{<first name (initials)>}{<name prefix>}{<name affix>}
In the following we match only on the first and last name parts.
\documentclass{article}
\usepackage{biblatex}
\usepackage{xpatch}% or use http://tex.stackexchange.com/a/40705
\newbibmacro*{name:bold}[2]{%
\def\do##1{\ifstrequal{#1, #2}{##1}{\bfseries\listbreak}{}}%
\dolistloop{\boldnames}}
\newcommand*{\boldnames}{}
\xpretobibmacro{name:last}{\begingroup\usebibmacro{name:bold}{#1}{#2}}{}{}
\xpretobibmacro{name:first-last}{\begingroup\usebibmacro{name:bold}{#1}{#2}}{}{}
\xpretobibmacro{name:last-first}{\begingroup\usebibmacro{name:bold}{#1}{#2}}{}{}
\xpretobibmacro{name:delim}{\begingroup\normalfont}{}{}
\xapptobibmacro{name:last}{\endgroup}{}{}
\xapptobibmacro{name:first-last}{\endgroup}{}{}
\xapptobibmacro{name:last-first}{\endgroup}{}{}
\xapptobibmacro{name:delim}{\endgroup}{}{}
% just for demonstration
\ExecuteBibliographyOptions{maxnames=99,firstinits}
\DeclareNameAlias{default}{last-first/first-last}
\addbibresource{biblatex-examples.bib}
\forcsvlist{\listadd\boldnames}
{{Herrmann, Wolfgang~A.}, {Herrmann, W.~A.}, {Herrmann, Wolfgang\bibnamedelima A.},
{Herrmann, W\bibinitperiod\bibinitdelim A\bibinitperiod}}
\setlength{\parindent}{0pt}
\setlength{\parskip}{\baselineskip}
\begin{document}
\fullcite{herrmann}
\forcsvlist{\listadd\boldnames}
{{{\"O}fele, Karl}, {{\"O}fele, K.}, {{\"O}fele, K\bibinitperiod}}
\fullcite{herrmann}
\renewcommand*{\boldnames}{}
\forcsvlist{\listadd\boldnames}
{{Hoffmann, Stephan~D.}, {Hoffmann, S.~D.}, {Hoffmann, Stephan\bibnamedelima D.},
{Hoffmann, S\bibinitperiod\bibinitdelim D\bibinitperiod}}
\fullcite{herrmann}
\end{document}

Note that the name parts in the \boldnames etoolbox internal list should follow the format of the bbl file, which is backend-dependent. The example here covers both biber and BibTeX. With biber you can also perform matching using the hash field:
\iffieldequalstr{hash}{<hash string>}
where <hash string> can also be found in the bbl file.
If your name is consistently formatted in the bib file an alternative approach is to normalize name punctuation before matching. This example allows you to specify your name in BibTeX's format regardless of the backend.
\documentclass{article}
\usepackage{biblatex}
\usepackage{xpatch}% or use http://tex.stackexchange.com/a/40705
\def\makenamesetup{%
\def\bibnamedelima{~}%
\def\bibnamedelimb{ }%
\def\bibnamedelimc{ }%
\def\bibnamedelimd{ }%
\def\bibnamedelimi{ }%
\def\bibinitperiod{.}%
\def\bibinitdelim{~}%
\def\bibinithyphendelim{.-}}
\newcommand*{\makename}[3]{\begingroup\makenamesetup\xdef#1{#2, #3}\endgroup}
\newbibmacro*{name:bold}[2]{%
\makename{\currname}{#1}{#2}%
\makename{\findname}{\lastname}{\firstname}%
\makename{\findinit}{\lastname}{\firstinit}%
\ifboolexpr{ test {\ifdefequal{\currname}{\findname}}
or test {\ifdefequal{\currname}{\findinit}} }{\bfseries}{}}
\newcommand*{\boldname}[3]{%
\def\lastname{#1}%
\def\firstname{#2}%
\def\firstinit{#3}}
\boldname{}{}{}
\xpretobibmacro{name:last}{\begingroup\usebibmacro{name:bold}{#1}{#2}}{}{}
\xpretobibmacro{name:first-last}{\begingroup\usebibmacro{name:bold}{#1}{#2}}{}{}
\xpretobibmacro{name:last-first}{\begingroup\usebibmacro{name:bold}{#1}{#2}}{}{}
\xpretobibmacro{name:delim}{\begingroup\normalfont}{}{}
\xapptobibmacro{name:last}{\endgroup}{}{}
\xapptobibmacro{name:first-last}{\endgroup}{}{}
\xapptobibmacro{name:last-first}{\endgroup}{}{}
\xapptobibmacro{name:delim}{\endgroup}{}{}
% just for demonstration
\ExecuteBibliographyOptions{maxnames=99,firstinits}
\DeclareNameAlias{default}{last-first/first-last}
\addbibresource{biblatex-examples.bib}
\boldname{Herrmann}{Wolfgang~A.}{W.~A.}
\setlength{\parindent}{0pt}
\setlength{\parskip}{\baselineskip}
\begin{document}
\fullcite{herrmann}
\boldname{{\"O}fele}{Karl}{K.}
\fullcite{herrmann}
\boldname{Hoffmann}{Stephan~D.}{S.~D.}
\fullcite{herrmann}
\end{document}

DeclareSourcemap-- see for example here: tex.stackexchange.com/questions/62779/… – Marco Daniel Sep 19 '12 at 5:09\mkbibbold. So the author field looks like this:author={A. Lastname, \mkbibbold{Your name}, A. Lastname}You should use biber though. – rowman Sep 19 '12 at 19:10