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It's always unfortunate that I realize this after there's already a pile of stuff on the machine. It usually goes something like this:

- get burned by case insensitive filesystem

- swear that next time I'll reformat it to be case sensitive

[much time passes]

- get new machine

[much more time passes]

- get burned by case insensitive filesystem

- repeat

In the past, I've seen a few mentions of bugs / non-running programs when run on a case-sensitive HFS+. Not sure if that's true any more, but changing a default-case-insensitive system to a case-sensitive one isn't usually a problem-free operation.

Last time I formatted my drive as case sensitive I ran into issues with Adobe's CS5 apps and Steam.

There could be more, but I reformatted it again shortly afterwards.

Or create a (resizeable) image that is case-sensitive. Not sure what the performance overheads of that will be, though.

That's probably a better option in any case as some apps can be erratic on a case-sensitive file system (or at least they were back when I last tried it around 10.2~10.3).