Hyphenated Last Names...any Regret?

I am considering hyphenating my last name, but I have heard it can be an administrative pain in the butt.

For those of you who chose a hyphenated last name, do you regret it? I'm especially hoping to hear from people who have chosen a hyphenated name, rather than inherited. Or perhaps you have had no issues at all?

I am also considering two last names without a hyphen, but I am not sure if that would cause even more issues with stuff like health insurance.