Welcome to my world. I have mostly given up of writing "Bánffy" in web forms. I have even given up on pronouncing it right, as nobody in Brazil (except Hungarian expats) can do it in a non-painful - for me to hear - way.
Well... At least your name is valid ASCII... Once entered, it won't be mangled at the database layer.
I was just about to say this, too. I've ended up just splitting up the letter æ in my last name into a and e. Even some Norwegian businesses end up mangling my name, which is really very embarrassing. For them, that is. Æ, Ø, and Å aren't considered ligatures, they're considered separate characters in our alphabet. Worth taking the time not to mangle them, since they're fairly common in names :P
+1 for wishing you had a name in ASCII only. :-/ My last name is Schröder, which some systems can't handle, some systems transcribe to Schroeder, some systems make it Schroder, and some systems handle perfectly. I'm always slightly nervous when booking flight tickets abroad, because there's always some mismatch between what's in my passport, what's in the booking, and what's on my credit card, etc.
I'm from Sweden and my first name is Mikael, not that uncommon a name. A while ago I saw that a nordic airline had "helpfully" reverse transcribed my first name on the ticket to Mikäl, which I've never seen as a first name. Wonderful :) Fortunately, I didn't have any troubles with the mismatch between the ticket name and the passport name.
I got pissed off with having a home address that different organisations insisted on putting their own spin on, so I can imagine how frustrating it must be when it's your actual name!
Oh, my home address has a "ö" in it as well, and that's also very hard to handle correctly everywhere, but addresses are pretty resilient, if you get my street name wrong on a letter to me, it will most probably be delivered anyway.
Well... At least your name is valid ASCII... Once entered, it won't be mangled at the database layer.