Changing your name is no longer expected, although it is often assumed. Women struggle with losing the identity and moniker they've crafted all those years as a Miss, and many worry about the impact that changing their name will have on their careers. I have already decided to keep my name professionally (a name like mine doesn't come around every day and I'd be a fool not to hold onto it) but I'll be "The Mrs." in my personal life. If you have decided (or will want) to change your name when you get hitched, there's a litany of additional to-do's after the wedding.
First, remember not to book anything for your honeymoon with your married name-you won't have a passport for her yet. I know it seems more romantic to book your airline tickets as Mr and Mrs, but when you can't get through airport security, you'll feel like a moron.
You'll have to wait for your marriage license, which will usually arrive 3 to 4 weeks after you initially apply. This website contains links to each states' marriage laws and is incredibly helpful. Just today I learned that in New Jersey, as long as I have three days notice and $28, I can marry my cousin. Your marriage license is the key to all other name changing items of business, and without one, it won't happen.
Once you've obtained your marriage license, head to the DMV for a new state-issued ID. Photocopies of your marriage license are accepted (and you may need to leave one), so make a stack. Then head to the local Social Security Office to apply for a card with your new moniker. Don't forget to replace your passport-if it was issued a year or more before your wedding, you will need to replace it at full cost, but if it was issued within the calendar year, these rules may not apply. The State Department's passport site is always a good place to start (and end, since passport agencies are a huge hassle).
With these documents in place, make a visit to your HR department or boss to change your name on your W-2's and pay stubs and call your bank, credit card companies, etc. Electric, cable and phone companies can be called last, if at all. There's no real reason or rush to change your name on these kinds of statements.
Wouldn't you just rather keep your own?