the name change is mostly filling out forms, so I'm not sure a lawyer would be needed at all. Just stop by the courthouse and they will give you basically everything you need to know, just make sure you read it. On the actual court date there wasn't really anything involved, I was just asked if I was 18, and the judge signed it.
You'll need to get a new ID made afterwords to change Social Security, as they require identification in both new and old names now. (My mom was trying to change her last name after being married for 25 years, so she had to find identification over 25 years old before they would let her change her last name)
I just made a new account with my current bank and they transfered the money for me. If you can do that it might be a good idea. I did the same thing with my credit card (although I had never used my old one so I had no credit built up, so you might not want to do this if you have, in which case just change the name)
Insurance was easy, although that may depend on who you have.
I wouldn't really bother with the old jobs and such, it doesn't really matter, and you might just need something from them to prove who you used to be. Things like wills and such.
also, change your name in your college. Purdue is a pretty conservative school and they had no problems with it. They even asked if I wanted to change male to female in their records. However, make sure they've changed everything. It seems college systems arn't all linked entirely, so they still havn't change everything. In fact I need to call them to fix my actual log in name and email, which is the only thing left.