Hi Bramble - I haven't changed name recently, but I have kept my maiden name since marriage.
It gets complicated, often I can't remember which name I have used, say for booking restaurant tables or holidays, things like that. OH is used to being called "Mr Limpy", takes it well, bless.
The main thing I think needs really thinking about are "Identity" documents e.g. Passport and Driving License. It's all very well changing your name, but there come occasions when you need to prove who you are. Taking out mortgages or other large loans come to mind. Get identity documents sorted out, then prioritise who else you need to tell. Bank definitely, not sure about doctors?