The dad-to-be and his wife, Project Runway producer Desiree Gruber, are currently playing the name game ... aggressively. "It won't be Kyle Jr.," MacLachlan told PEOPLE at Hamptons Magazine's 30th anniversary party on Saturday. "We've got a list of names we're trying out. One of my ideas was Jethro – but she nixed that right way!"
Sound too much like a Beverly Hillbilly? "I guess so," the former Sex and the City star admitted at the bash in Southampton. "But I'm a big fan of [the band] Jethro Tull."
Gruber – who is due at the end of July, when Housewives resumes filming – said she plans to give birth in L.A.
"Only nine weeks left!" she said, showing off her prominent bump. "He's so excited about being a daddy. He's jumping around."
MacLachlan certainly seemed amped for impending fatherhood. "It's one of those crazy things," he said. "I'm having the best time watching her body change. I'm paying attention to little kids now."
This will be MacLachlan's first child – but he's had lots of practice playing Uncle Kyle. "[Desiree's] brother has six kids and mine has three," he added. "I've had plenty of preparation!"