I self represented in court.
In Missouri you prepare four documents:
You prepare your petition, this states your legal qualification and details for your name change.
A form to have a court date in-person. (This is a matter of learning a particular courts schedule, and scheduling at a mutually convenient time)
Your prepare your own judgement exactly as you want it written, all the judge has to do is sign this! (And it gets certified and copies filed, the original is yours to keep)
You prepare the publication application for the local paper, to be stamped by the secretary of the court. After publication has taken place that a proof of publication is taken back to court and filed, Bam: Case closed.
In Missouri to file self representation you have to fill out a sheet that you have read some materials and are competent to do this yourself. Missouri provides basic versions of filing including name change papers. As with other forms I advocate the shortest most legally bare petition possible. In my extremely conservative area I feel that any information outside of requirements may be detrimental and used against me.
Total cost $186, besides my own time and travel expenses.