There is no right answer here, it is entirely up to you. You are actually under no obligation to change the name in your passport at all, nor do you have to switch to an FLR(M). You could renew your HSMP/Tier 1. However, if you want to change the name in your passport and switch your visa, change the name first, otherwise you will have to pay to transfer the visa or carry two passports. The visa will always be issued in the name that is on the applicant's valid passport, so if you want the visa in your married name, then change the passport first.