I'm an American in London. I kept my maiden name for the sake of simplicity - changing it would mean notifying authorities in both the US and the UK, and being without my passport/official documents even longer than I already am in applying for a UK spouse visa. I also take fairness to a fault - if my husband doesn't have to change his name and go through the hassle and expense, why should I? In any case, I like my maiden name; it's simple and I grew up being that name, and see no reason to change it.
I did get a pretty stupid comment from my boss: "Changing your name is a sign of commitment to your husband. You ought to change it or it won't look like you're committed. And what about your children?" To which I replied "Surely he should change his name to show his commitment to me, since I've already demonstrated mine by leaving my home country and family behind, marrying him, and staying here! And my future children are my business." He couldn't argue with that!
My British friends and in-laws insist on calling me "Mrs T" although I am, and will remain, "Ms H", and in-laws are sometimes a bit strange about it as if I've somehow resisted joining the family properly, but they're a bit strange in general.
Overall, no harm done in keeping it and nobody at the bank or other places has raised a stink - and if they did I'd be pretty feisty about them minding their own business or losing mine!