Alright, let's make this clear...
Currently the main tag is this, with hyphens:
(with other tags spelled this way: yuu-gi-ou r, yuu-gi-ou gx etc.)
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Apparently you want to change the main name to this, without spaces or hyphens:
(and apparently you didn't yet suggest doing the same with other tags, which would presumably result in: yuugiou r, yuugiou gx etc.)
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That said, I'm not actually a fan of the status quo. I'd like to suggest a different name.
Of all possible spellings, I think the best one would be this, at least in my opinion:
(and naturally also yuugi ou r, yuugi ou gx etc.)
Because these are two words: "yuugi" (game) and "ou" (king).
We probably use "yuu-gi-ou" because the official logo has the kanji stylized with stars like this (遊☆戯☆王). But the normal version with stars seems common enough online.
For whatever it's worth, here are the Google search results with quotation marks:
"遊☆戯☆王" = 4,880,000 results
"遊戯王" = 39,300,000 results