I'm finally getting to the point where I'm starting to use a new name in some contexts. I knew from the beginning, heck, I knew from 25 years BEFORE the beginning, that my name would be Jennifer. (I joined Susan's right after deciding to transition, and as you can see, I knew then.)
For some reason, I have had a connection with this name for a long time. It's extremely common, which is ok with me; my male name was pretty common, too. It preserves my initials (important because, not exactly by design, my 5 siblings' names all start with 'J,' too), and goes well with my middle name. The middle name was androgynous, and was named for a person, so I am happy to keep that.
It's been hard for me to admit the depth of this connection, and for a long time I treated Jennifer as just one possibility among others, but I've pretty well known that I have to use it. Some else mentioned having trouble because of compromising on name, and I have come to the conclusion that I'd have trouble with that, too. It seems daunting enough to acclimate to a new name, so using one I feel a strong connection to already seems very attractive.
My parents are very understanding about this. I was a bit worried about my father, but his immediate reaction was that it's my name, and I don't have to ask his or anyone's permission to do whatever I like with it.