99% of the time, going by your name rather than your legal name shouldn't be an issue. However, anything that is legal or contractual should be filled out and signed with your legal name to prevent unforeseen future issues. Let's say you sign a lease agreement somewhere and the place turns out to be run by a bigot. So he finds out that's not your legal name and says you have no right to stay because you didn't correctly fill out the lease. I know this is a really crappy example - I'm not an example expert - but I think you can kind of catch what I'm saying. It can only create legal headaches for someone in the future.
Your non-legal name isn't just for coffee joints and reservations. Rarely do I ever have to utter or sign the old name, so it's really almost a non-issue. Plus, in most situations where you have to use your legal name, the person assisting you is going to be respectful.