I'm in the last legs of getting my name changed everywhere. Some places make it really easy, some places make it rather tedious. Most of the people I've dealt with have been very polite and professional, and in some cases when they learned my new name they used it immediately.
I only had one annoying incident, a lady at the DMV; she was really nosy about it, asking if I'd gotten married. I said, no, so she kept pressing as to why I'd change my 'pretty name', and saying my old name, and I finally just stared at her and said, "Because this (my new name) is my real name and that's all the reason I need." She got rather huffy with me after that, but geez!