Whenever anybody asks me for my last name, I spell it out for them--I don't even bother saying it. If I'm in a store, and they want to look up my name to see if I'm in their database, I just hand over the debit card I'm going to pay with--they can read it for themselves, and hang on to the card to charge me.
I'm not exactly sure when I started doing this, but I suspect it was in high school, when I was discussing a volunteer opportunity over the phone, and the lady asked for my name. "Sandra Yuen," I replied, oblivious to the aural turmoil it created on the other end. "Could you say that again?" she asked, and I obliged. "Sandra Yuen." When I reported to the volunteer office later that day, I noticed that she had written on a piece of paper, "Sandra Ewing?"
Saying it letter for letter doesn't always fix the problem, either: I say, "Y, U, E, N," and I see them writing down "Why" and then stop. And then they realize they made a mistake, and they change it to "Wuen." I have had to make clerks stop and really look at what was written, and still they thought they had it right. "No no," I would say, "It's Y-U, not W-U." "Yeah, that's what I wrote, I don't understand the problem." "You've written W-U-E-N." "No I haven't--OH."
Many people who read my last name, but have no idea how to say it, eventually come up with their closest guess, with "yen," "yoo-wen," and "y'wen" being the most common mispronunciations. Plus two for effort and creativity, but sorry, no dice. "Yoo-wen" might be the closest, except that's two syllables, and the name is meant to have only one. Think of the name "Ewen." A "Ewen Yuen" would be teased mercilessly, growing up.
My mother and I have had discussions before where we figure that "Yune" or "Yoon" would have been better romanizations, as they would provide far less confusion when reading it aloud. Neither of those are particularly attractive spellings, however, and they don't exactly apply the nuances that exist in the pronunciation of my last name. It might be better if I could write it out as "Sandra Yue," but it might be difficult to indicate that on the census form. Or any form.
"Yuen" isn't a common last name compared to many others in China, but it isn't rare, either. In Mandarin, it would be "Ruan," and in Vietnamese, it's the surname "Nguyen." Some interesting information on the character, 阮, can be found on this page. If you know how to read proper romanizations of Asian languages, the Cantonese section is relevant for my last name.