I'm not that hung up on my screen-name being spelled incorrectly, after all, it's only my screen-name.
But I did try to choose one which was easy to pronounce and spell, and also one which was not too long, as the experience in having a long 'real name' has taught me that it can be a real bore typing out a long name all the time.
I think the problematic names mainly originate from Elvish languages which I have noticed feature words with a lot of vowels in unfamiliar sequences. Anyone who is usually good at spelling will most likely have developed a knack of spotting common letter patterns and so a different language may throw them out a bit.
Nicknames don't bother me either, as I've had more than my fair share of um...'creative' names in the past.
Here's a top tip though: when you're quoting someone and want to put their incredibly consonant/vowel heavy name in, and want to spell it correctly, then just copy and paste it.