To build group chemistry, the members moved into a small dormitory room arranged by their management. They decided on Dong Bang Bul Pae, and even obtained permission to use the name from Film Workshop, but the name was later rejected by their management because the Hanja was not aesthetically pleasing.
After a few weeks of training and rehearsals, they recorded their first song "Thanks To" and performed it at the S. Their name was subsequently finalized to Dong Bang Shin Ki (Hangul: 동방신기; Hanja: 東方神起), which was suggested by Lee's acquaintance.
In July 2004, TVXQ participated in their first SM Town project and collaborated with other label mates to release the SM Town album, 2004 Summer Vacation in
The boys received phone calls from Lee and were told to attend a photo shoot session, which turned out to be a briefing for their upcoming debut. During their early recording sessions, the group was offered some tentative names to use: SM5, Dream Team, O Jang Yuk Bu (Hangul: 오장육부; Hanja: 五臟六腑; literally "The Five Visceras and the Six Entrails"), Jeon Meok Go (short for Jeonseoleul Meokgo Saneun Gorae; Hangul: 전설을 먹고 사는 고래; literally "A Whale That Eats Legends"), and Dong Bang Bul Pae (Hangul: 동방불패; Hanja: 東方不敗), the Korean name for the Chinese wuxia character, Invincible East.
On July 14, 2006, the tour stopped by Kuala Lumpur, Malaysia, where TVXQ were the first Korean artist to hold a concert in the country.
The tour's second and last overseas stop was in Bangkok, Thailand on July 15, 2006.
Their first studio albums Tri-Angle (2004) and Rising Sun (2005) were both top sellers, pushing the band's popularity beyond Korea.
Under Avex, TVXQ entered the Japanese market with their first Japanese album Heart, Mind and Soul (2006), but it was met with limited success. (2006) and Mirotic (2008), both winning the Golden Disk Award for Album of the Year.
Billboard has described the group as "K-pop royalty". Kangta, Battle of the Century, a 2002 series that starred former H. Heechul and Kangin went on to debut as members of Super Junior two years later.