I chose to take a new name at Christmation, for many reasons. I also chose to go to court and take it legally afterwards.
I oopted to take St. Vladimir as my patron saint, and his name as mine. Due to a little last minute confusion, and for the sake of my [protestant] parents' comfort, I was Christmated Vladimir James..., but legally ended up James Vladimir... I also kept my original middle name legally, and ended up with an obnoxiously long 4-names lol.
St. Vladimir was a natural fit... Many factors worked together at the same time, bringing me to Orthodoxy. The two most physical inspirations were the suggestion of a (curiously enough, menonite) professor, who suggested trying an Orthodox church as a way to get "in touch" with my Russian heritage. In addition, at the same time I was studying medieval Russian history, which is basically the history of the Russian Orthodox Church, [basically] starting with St. Vladimir. These two factors, along with some spiritual ones, brought me to the Orthodox church.
I chose to take it legally as a permament reminder of my faith, and a weapon in the battle of faith. I think it is easy for faith and spirituality to get sidelined or minimzed (pushed to the back of one's mind if you will), and physical reminders of the importance of those things make great weapons!