Same boat. EXCEPT, when I married my second husband, he was adamant about me taking his name - said there wasn't really a reason for us to legally get married, otherwise (we were planning a family at the time, and had been living together for several years).
We discussed it together and I came up with a compromise. I decided to legally change my middle name to my birth surname - my brother and I are the last of the line with my birth surname, so I thought this would please my dad. Backfired! My dad was the one who gave my my original middle name! DOH!
So, today, legally, I go by firstname, birth surname, DH surname. My parents still insert my birth middle name though, giving me four names :D.
Yes, it's a PITA to change (especially when you have already been through this process twice!), but I like my name, and don't feel that I've lost any of my identity because I changed it.
SheFly