Hey,
I have thought about it before but I think that you should wait a while longer before committing to this. Just let the idea 'simmer' because you may very well NOT want to change your name in the near future. I, for example, am now glad that I never changed my name.
... ...and it's not as easy as you think here either: You have to go to the High Court to get the relevant forms first; and then to a Commissioner of Oaths to counter-sign the forms; Finally, you bring it all back to the court to get it stamped. After that, however, you have to start changing your bank details, your Social Security info., passport details, etc., etc. It's a huge hassle, so, make sure that your reasons for doing it are sound.
Kevin