I can honestly say I never tried my name out with a boys last name. When I was pretty small, my mum explained that women change their last names when they get married (I think someone we knew was getting married). I think I was around 6 or 7. I thought that was silly and unfair and determined from that point on I wasn't changing a thing about my name if I got married.
As I got older I found I really didn't like the tradition. Without judging individual situations, I think there's more power issues at play in this tradition than most people would like to think about. Had I been with a man who insisted on my taking his name I wouldn't have married him.
DH considered taking my name, but in the end we both kept our names. Should children ever be part of the picture, DH has said he will change his name so my name becomes our family name. He has been put down and insulted for this, which only goes to show that there's more to the issue of changing names than just a bunch of new letters.