Good question...I think you can use whatever you want, as long as the marriage certificate has your full names on it. My first name is Vera, and I hate it, I've never been called that by anyone, so I plan on just using my middle name (Kelly), which I always go by, and last name during the ceremony.
Well when you are saying your vows you would use your full names...basically the whole ceremony when your names are spoken you can use your full name. Not last names just your first and middle name. HTH.
Fiancee and I were just talking about that this weekend. We never go by our full names...her parents call her Katy, I'm Jon to everyone but relatives (and I'm slowly weaning em away from that. Just hearing 'Kathleen and Jonathan' out loud, much less in a serious setting to each other...not going to happen.
We're sticking with our shortened names for the whole ceremony.