When I renewed my UK Passport they just decided to lose one of my names. I was furious, but it became clear I'd need to go through administrative hell to correct it, and I needed the passport at the time.
Some time later, I've just given up on having my full name. I prefer just to give out a firstname lastname and ignore my middlenames. Its just far too much hassle to go through. As far as I am concerned, I have an external name which fits in ASCII and complies with anglo-centric formulae and an internal name which doesn't.
Thats just my personal choice though. My sister is defiant and managed to get her full name on by demanding that it was an unhyphenated triple barreled surname.