Wow, interesting question! I've always liked my name, but I have to admit that I'm so turned off by my family that I am still considering legally changing my last name--which is quite distinctive. I'm not rushing to do it because if I get married again some day, I think I'd probably happily take my new husband's last name, and I don't really want to spend my life having a variety of different last names. But I do still think about doing it. I just have no idea what I'd base it on, in choosing a new last name all my own.
My younger sister has gone through phases of deciding she'll be called different variations of her given name. Not sure that's quite the same thing, though.