This is an interesting one. For most of my life I have travelled without using my middle name. However, my corporate travel agent insists on using it as they say it will cause problems with immigration.
Either way, I have never had any trouble with immigration in various, N America, European, African, Middle Eastern, Asian countries through which I have passed through immigration. The only continent I can't speak for is South America (and Antarctica).
Would be interested to hear if others have had experiences that contradict mine.