I had to ask my husband this exact same question at one point. When he must go by his last name he usually simplifies it to Neves, but in full it is Bueno das Neves. When I say he must, it is because here in Brasil they almost never refer to people by their last names. Almost everyone goes by their first names; even people who usually have titles, like doctors, are referred to as Dr. <first name>. In fact when I asked him if it would be Mr. Bueno das Neves or Mr. Neves, there was such a disconnect that he didn't understand what I meant at first which led to a long and confusing conversation. Even after he finally understood he wasn't sure how to answer. I finally decided to just go with the full name when he told me he was listed under "B" in the phone book. So I would agree with Gingercoffee on this one.
A string of inherited names one commonly sees in Latin cultures and people who use double last names when they marry are a different case from the prefix 'de'. In those situations I would file by the name the person uses most often. If one says, I'm Mary Jones Baker, I'd file that under J. If one says her full name is Maria Rodriguez Herrera Lopez de la Peña, I'd probably use Maria de la Peña Rodriguez. (Edited after reading @Wreybies' post. ) Again, I do not speak with any actual expertise.
At least where I live (Puerto Rico) the following holds true: Maria de la Paz Rodriguez would have initials MDLPR. As ungainly as that may look, those are the initials that Maria is going to write whenever her initials are ask for. If she has a file in a filing cabinet somewhere, it will be under D. Though de la Paz is three separate words, it is consider as a single whole, so D. The same holds true for other common surnames like de la Cruz, de la Hoya, de la Cueva, etc. And Maria's file will always be under her patronymic surname, which will be the first surname in line. This will also be the most common surname Maria will give when asked for her name under casual circumstances. There is a different use of de in Spanish surnames that is rapidly falling out of fashion and its use tends to be amongst older people and people adhering to tightly traditionalist concepts. It has to do with getting married because women in Spanish cultures do not change their surnames upon marrying. If Maria Santiago Ortiz were to marry Guillermo Hernandez Soto, she may style herself Maria Santiago Ortiz de Hernandez. Again, this is a tradition that is rapidly on the decline since the syntactic structure denotes a status of property that is not in keeping with modern sensibilities.
