No, you can just use your married name for everything except your passport and visa. No need to do anything official, just start using the new name when you get to the UK.
If you need to provide ID for anything, then you can show your marriage certificate along with your passport to show evidence of and the reason for the name change.
You just have to make sure you book any travel in your maiden name as it has to be booked in the name on your passport.