I know of no state that mandates a name change after marriage. Most give you the choice of keeping your existing name or adopting your husband's surname. Some make you declare which one you are doing, some don't. Some allow even broader selections of possibilities (hyphenated or in some cases, a completely different name than either surname).
Whatever you do, if you do change your name, be sure to get a bunch of true copies of the completed marriage certificate, etc... You'll need to show these to banks, the DMV, etc... to get your name officially changed on other documents. I've been married 16 years now and last week I still had to send off a copy for something that got messed up earlier (airplane registration).

