I waited until my FLR was about to expire and then changed my passport to my married name. The process to do that is easier than you might think - just a form and some registered post envelopes and only cost about $65 or something (which isn't bad given the exchange rate at the mo!!!) Then I applied for ILR in my married name.
This is exactly what I'm thinking about doing, but before changing from fiancee to FLR - my passport doesn't expire until 2014, but I'd like to have everything in one name and cut down on the amount of documents I'm
about to lose carrying around at any given time....
Anne, did they send your old passport back along with the new one? I imagine they must have, as your FLR stamp was in your old one! I'm thinking that we might push the date up a bit and do the registry thing in late January, send off for a new passport, then apply for FLR in person in early March using both passports. That way, I'll have my new passport, complete with my new surname and a FLR stamp, in time to fly back to the States for the wedding on 31st March - and I'll be able to change my driver's license and SS over at the same time. We're not signing any official paperwork during the wedding in the States, so it won't matter if I've already changed my name.