If you feel that ko is bothersome and a pain to play, you shouldn't play go. This is because ko is one of the most important aspects of the game and you must always be ready to deal with any ko situation.
--Neal
The problem is in being sure that you are a ko master. Imagine a situation
If Black wins this ko he will make quite a large profit. There is no problem for White to prevent this - just a move, but ... a whole move.
I think that most of us would connect in this situation if not desperate. But the correct approach is to see who is a ko master. If you are and you are sure that you are you may play tenuki, even if it is small.
Of course, that is what I (HolIgor) had in one of my games but I felt behind and desperate. It was fun. I won the ko and the game, but I have to admit that I am not ready to repeat that.
HolIgor
Gaius: Even if white is komaster, he'll have to connect there sooner or later anyway, so it'll cost him a whole move anyway. Why then take the risk to not fill it up immediately?
rubilia: Because it may be better to spend that whole move not before the value of alternatives has considerably dropped, letting your opponent get not too much in exchange.
BillSpight: If White can profitably wait to fill this ko, White is a KoMonster, not just a komaster.