Alright so here's the deal about changing your name (from my experience anyway). Keep in mind this ONLY applies if you are doing a traditional wedding name change - meaning you aren't married before the wedding.
You sign your marriage license using the name you will use AFTER the wedding. Do not sign it with your maiden name unless you do not plan on changing it. Therefore I signed it Elizabeth DH'SLASTNAME. Because the marriage license acts as your legal name change document. After you are pronounced husband and wife, you are now legally Elizabeth DH'SLASTNAME. ***Liz's tip - practice signing your new last name so it doesn't look like a child signed it on your marriage license... Needless to say I hadn't practiced.***
Then after the wedding/honeymoon, you can go to the Social Security Administration Office to change your name there. You will need an official copy of your marriage license (not just the copy that they make for you when you apply for the license. I ordered it for $20 from Oakland County after the wedding), ID, and your social security card. The day after you change it with the Social Security Administration (and yes you need to wait until the next day), you can go to the Secretary of State and change it on your driver's license. Then you go and change it everywhere else.
The only cost associated with this type of name change is the cost of an official copy of the marriage license and like $14 to get a new driver's license. It's a pain in the butt but not nearly as annoying as what Lindsay had to go through since she was legally married before the wedding and that's a whole different process (think if you just randomly wanted to change your name from Susie Smith to Donna Johnson kind of thing.)
Hope that helps.