My pharmacy had no problem with me using my preferred name. That said, my pharmacy is attached to the LGBT clinic, so I'm sure they're familiar with the special needs of trans patients.
The funny thing is, it's the clinic that can't seem to figure out that I want them to use my preferred name at the front desk. They're fine once I get in the back, but at every appointment, I come in and announce myself, only to find them checking the appointment list in confusion. That's when I have to lean over and tell them they probably still have it down under my legal name...grrr...everything else about the Mazzoni Center rocks, though.
Actually, I think Walgreens also has my legal name on file, but my bottles always come out Gemma. On visits to other Walgreens branches, I just give them the bottles and tell them I need a refill, so they never ask.
Oh, now that I think about it, I think my original scripts were written by the doctor as Gemma, but with my old last name, so I had to explain it to the pharmacy clerk. No problems.