I myself don't bother carrying around the passport and marriage certificate any longer. I solved the problem by getting a provisional driving licence. It's in my married name, and every place I've gone (other than places where I NEED to use my passport) that needs a form of ID is happy to accept it...
I didn't change my passport after we got married, but I will in 2009 just because I'll be coming up to ILR and want that visa (if there is still such a thing at that time) in my married name...