I recently got married in November last year and one of the most frustrating things for me was changing my name afterwards (especially as I decided to double barrel...which seemingly involves even more legalities than just a simple surname change!).
I decided to blog about this as a very quick guide to changing your name after you have got married. I must stress that I may have missed something so please do check the government links etc at the bottom of this post as they may be updated after I have posted this.
I hope this at least gives you a starting point though and eases some of the stress of changing your name.
A helpful list
Because I had double-barrelled I needed to apply for a change of name by deed poll as opposed to simply relying on my marriage certificate (something to bear in mind). It is quite inexpensive to apply to change your name by Deed Poll but best to do asap after the wedding so that you have proof to start changing all of the above (and any more that apply to you).
I hope there is some useful information to get you started here but please check out the links below as requirements may change in the future:
Gov.UK - General
Gov.UK - Guidance on Deed Poll
Guardian - General