I've known Ones and Ones who have changed their name, and its a fairly cheap and simple process (here in the UK at least), the I just has to write to everyone the I is in legally binding business with and inform them of the change.
What name is the I thinking of taking? They are powerful things, so chose wisely.
I haven't changed I name, and even though I use an alias on here obviously, day to day I don't really bother to use anything other than Chris.
As far as names go its not bad, it comes from Christopher, which translates roughly as 'Christ follower', and so I step, so I keep it.
The only downside I see to it is that technically speaking, I parents did name I after Christopher Columbus, who definitely never did follow Christly principles or Livity while he was robbing and raping like a pirate, so I figure someone should live up to the fullness of the name at least.