I, personally, love my legal name. "Nateal." My mother still chose the name for a home-ec project in high school, and it stuck with her. Considering my sisters all have more mundane names, I count myself lucky that I have a unique name that has become a reflection of my non-traditional personality and life.
Would I ever change my name to something else legally? No. The hassle is honestly not that big of a deal. When I got married, I legally changed my last name to my husband's, as tradition warrants. (Don't get me wrong, I was very excited to change my name. Though, for a long time, I thought I would always keep my last name as there were no male children to carry the name on, but a couple of years ago, one of my cousins had a male baby, so our family name will live on without my children.
) So the "hassle" doesn't deter me. Some paperwork isn't a big deal for that kind of thing.
But even though I've been going by Kalylia online for a few years now and I have an entire group of friends who calls me that and variations of that, I wouldn't change my name legally. Nateal is a reflection of who I am, and I wouldn't want to change that.