When I moved to the US I could have dropped one or hyphenate them. I decided to keep it as-is, and use "Garcia Garcia" as my last name (space and all).
Besides confusing amongs americans and people always confusing one Garcia for middle name and one for last name, I had almost no problems. One time an airline messed up my plane ticket (again by dropping one of the Garcias) but that's it.
I appreciate other people have different experiences, I definitely met folks who have changed their names to conform to american customs and make things easier.