It actually appears that C-3P0 is the
correct spelling and hyphenation of the name.
Artoo Detoo is written as such, and hyphenated
R2-D2.
See Threepio is written out this way;
logically, following the same hyphenation rules, it would be writen, numerically, as
C-3P0.
Also, in the novelizations, when it's written numerically, and even on the *official* website, www.starwars.com, it's C-3PO.