I personally see no real reason to change my last name. It's kinda rare, but no so rare that it's unheard of. But the thing I really love about my last name is that there really is some pretty neat history to the name and by changing it I kinda feel I would be dishonoring them. And my parents, who I really do think will come around eventually.
My legal first name is as male as it gets. Biblically male -- John. So when I do get around to legal name changes, it will be Jill. No idea how I got to Jill other than I wanted to keep the initial (I love signing my name with the loopy J....). My parents thought they were having a girl right down until I popped out, and they wanted me to be a Jennifer. I don't feel like a Jennifer. Maybe I'll use that for my middle name? That's the one I struggle with. But then my initials would be JJB and that just looks weird.