Personally, I wouldn't change your name. While I know it's annoying to have a name no one can get right (not from personal experience, but my friend has one), ultimately I think you'll regret it. I mean, while having my name can really get annoying, it just...almost feels like it'd be wrong to change my name. Even dying my hair or getting a tattoo or something like that would feel weird, and a name change...after living my entire life thus far with my name, it seems like it'd be hard to be called anything different or get used to not being called that. It's...hard for me to explain it, but it'd be like changing entirely who you are, and while we all yearn for change every once in a while, to me it feels extreme except for in certain cases.
That's my opinion, anyways. Personally, I like your name, especially your last name. De la Vega is okay, too, but I think they're both equally cool and it'd be worth it to just keep what you've got.