

Commas in free-tagging taxonomy terms
One of the nicest features of Drupal's taxonomy module is the "Tag" option; users can enter their own tags, separated by commas, and the terms are automatically added to the vocabulary if they don't already exist. On a recent project, we were setting up a free-tagging vocabulary for law firm names. In our testing, we encountered firms with a name like Doe, Johnson, & Smith that would, unsurprisingly, create three terms when entered: "Doe", "Johnson", "& Smith".
After some more testing, I found that you can enter terms with commas in them by placing them in double quotes. So if you wanted to enter a term with commas in it, place double quotes around your term like this: "Doe, Johnson, & Smith". When you save the term, you should have a single term instead of the term being split into multiple smaller terms.

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Is there any other way?
I know about this option but it seems that clients (end users) do not want to type double quotes all the time. Is there any other option where I can define field or taxonomy vocabulary not to perform tagging splitting by coma?
Good example is city, province field so user will enter "Calgary, AB" ... and only one city at the time is allowed. How to turn off that comma feature?
Taxonomy Single Term
Take a look at the Taxonomy Single Term module. In D7, it gives you another field widget that can be a single term or multiple terms and accepts/autocompletes terms with double-quotes and commas. The only downside is that you have to hit the "Add another..." between each term you're adding.
I used the D7 version recently when I needed to track authors by LastName, FirstName and didn't want to deal with telling people to enter authors enclosed in double-quotes.