I have changed all three of my names (first middle last), twice. It's quite easy to look up the rules in your state, but generally your name can be almost anything you want it to be.
In my state, you can change by 'usage.' You merely have to tell anyone who could possibly care what the new name is. Slightly more difficult than it sounds. However, because I did not go to court and legally change it, my birth name still appears on my passport. (I didn't know that would happen at the time I changed my name) My social security card bears my new name, my taxes are paid in my new name, but the passport? My new name appears as an AKA in the back. I almost didn't get let out of Martinique, because the guy said my passport didn't match my ticket.! I freaked, and lost my ability to explain well in French, that the name was in the back. He finally found it, and let me on the plane.
I got a book from Nolo Press on how to a name change by myself (without lawyers or court); and I think it also tells you how to go to court.