I had never given this much thought until about one month before my
wedding.
I was engaged for over five years (due to lack of finances) and in all that time I never once considered what I was going to do about my last name.
Eventually, though, as the wedding drew near, I realized that I was going to have to make a decision of some sort. Essentially my choices boiled down to doing nothing and keeping my name as it was, trading in my maiden name for his surname, taking his name and tacking it onto mine by way of a hyphen, taking an entirely new name or adding his to the end of mine and moving my maiden name to the middle.
First I dismissed the idea of the hyphenated name immediately. My name was often misspelled already, and his even more so, so I wasn't about to have two hard-to-spell names connected with a tacky looking hyphen. The only people that really should go for the hyphen are people who are in a business where name recognition is very important and changing one's name too much can cause loss of revenue. This was the case for Roxann Biggs-Dawson of Star Trek: Voyager fame who had to hyphenate her name after nobody knew who she was due to the makeup she wears as a Klingon half-breed on the show.
Next I rejected both the taking of a whole new name for both of us and the replacing of my maiden name. First, we're both actually rather fond of our last names. Second, we both have many memberships to various things such as Hollywood Video and the like and didn't want to have to get new cards. Finally, he's adopted and thus sensitive about such things as lineage and so he would not give it up anyway.
Finally, I rejected the idea of just keeping my name as it was, which left me with getting a second middle name. I did this partly because I'm a bit of a romantic and somewhat old-fashioned in this regard, but I also did this because of the way the world works. There are instances where my having a different last name would make things even more difficult than they are, and call me lazy, but I don't need more trouble on what to me would just be a point of obstinacy. And so I kept my own name in a new spot and put his at the end so it is now my surname.