I did just that thing, Demis. I changed my name when I got married cos my surname was a pain in the arse (unusual and not spelled how it's pronounced so no-one ever got it right) - yes, that old chestnut! 
Anyway, I used both name on Facebook (without a hyphen) so that people who knew me pre-marriage could find me. And like you, I found myself warming to the name and wanting to use it in real life. So I started to use it for online shopping etc, to test the waters. DH made a face at first and muttered something about "rejecting" his name. I gave him a stern talking-to about how his name was still bloody there but I didn't see him volunteering to take my name, and he shut up after that.
Then I got a deed-poll done, and a new passport, so it's legal now. It was really easy. I haven't changed with banks, NHS or anything else official yet (I'm waiting for my anticipated change of title so I can do it all at once) but I feel much more comfortable in my double-barrelled identity.