In most states, you may change your name by usage. This is accomplished by consistently using the new name in all aspects of your personal, social, and business life, to the point where it in fact becomes the name you are known by when dealing with others. This is legally valid and does not involve any costs (minors and prison inmates are generally exceptions to this rule).
Practically speaking, difficulties can arise after establishing a new name by usage, especially since not all states recognize usage as a way to process a name change. An official court document usually makes it easier for everyone to accept your new name. In addition, certain types of identification, such as a new passport or a birth certificate attachment, are not readily available if you change your name by the usage method.
Furthermore, a court ordered name change establishes linkage between your previous and new name. It provides a record of the name change from the initial application to the official decree or order authorizing the name change. The court record serves as a resource if you are asked to verify your identity.