tickle, I didn't change my passport for a couple of years after I remarried five years ago, it was no problem at all. I changed it when the passport ran out, just filled in the forms and sent off evidence of name change then. I did then have to remember to change everything that went with it, like my travel insurance policy etc.! All my legal docs are now in my "new" married name (car, driving licence, passport, medical records, EHIC card) but I still use the previous name for work as it's more convenient, and my bank account is still in my previous name. Even the tax office said they don't mind what name I use as long as I quoted the right NI number. My only complication abroad was that my bank card has a different name on it from my passport (in the unlikely event that I can't find an ATM and need to draw money from a bank and use the passport as ID). As cathy says, you can call yourself what you like after you marry.
The point about Muslim countries is interesting because yes, you would need to be able to show that you are married to share a room, but most of my Muslim friends have kept their full maiden names after marriage - so their names are not the same as their husband's, anyway!