Well, if it's a hyphen, you're in trouble.

I've spent the better part of this morning making travel arrangements for trips to Virginia, Seattle, and Long Beach (via San Diego). Amazingly enough, I spell my name the same way everywhere...on credit cards, on checks, on airline tickets, on my passport. But most online retailers make me change it from James-Tanny to JamesTanny (and CamelCase isn't a problem, just the hyphen).

Sometimes, to really confuse me, they'll let me use the hyphen for my contact information, and then refuse my credit card because the Name field includes it...and this is on sites which automatically fill in the name on the credit card from the contact information. (On one site, the error message was "incorrect ZIP code".)

I suppose there has been some improvement, because I can now use the hyphen in many contact information fields. But I'm still surprised at the number of places where my hyphen can't be used.