It seems the idea of taking a different regnal name has really gone out of fashion. Had there not been a sense of urgency to maintain the appearance of stability and continuity in the face of the abdication in the UK, Prince Albert would most likely have been King Albert and not King George! Off-hand, I can't think of anyone since who has chosen a different name since Bertie.
Strangely enough, there was much discussion as to what name Prince Willem-Alexander would choose, which I thought was odd since he had always been known as Willem-Alexander and it never occurred to me that would change. In the event, he made it known he would retain the name he'd been known by all his life.
As Duc pointed out, the Norwegian princes and princesses have always been known by their full names regardless of the fact those names aren't hyphenated. But my biggest question is why ever would someone want to be called by a name other than their own?