For us, it was a several month long process for my wife to change her name on everything. My wife started with changing it at the SSA shortly after we returned from our honeymoon in Dec 2006 (here in TX there's also some delay until your marriage actually gets registed with the county clerk at which point the marriage certificate is mailed to you). In fact, we went to the SSA during our honeymoon to pick up the SSA application, just for the heck of it. The whole process took until July 2007 when my wife received her passport in the new name, after a 17 week wait during the passport backlog fiasco; at that point, SSA, all kinds of bank accounts and credit cards, driver's license, etc. were already changed ... was a lot of work for my wife.
Here's something that's been helpful for my wife, according to her cultural heritage her maiden name became her new middle name when we got married. So, her maiden name is still part of her new name, which made the transition somewhat easier. Also, it's psychologically nice that she gets to keep her maiden name as part of her name. I'd recommend it to anyone to do it this way - if you like the maiden name.