Are you planning on taking his last name? Just getting married doesn't do the trick unfortunately. Here's a cheat sheet on how to change your name or how to hyphenate your last names.
Step One: File for a new Social Security Card
In order to change the rest of your documents, you will need a new social security card with your new last name. You can fill out the application on ssa.gov.
Step Two: New Driver's License
Once your new Social Security Card arrives, you can then head on down to the DMV to get a new license! Make sure to do your hair since they'll take a new photo to go along with your new name!
Step Three: Change your bank accounts
Whether you decide to merge your accounts and have joint accounts or if you keep them separate, either way you'll need to change the name on your bank accounts.
Step Four: Everything Else
At this point, make a list of everything with your name on it. Voter Registration, your San Diego Style Weddings Subscription, payroll at work, healthcare benefits, alumni groups, etc. will all need to be changed over to your new name.
In the midst of all of this paperwork, make sure to take a couple moments to enjoy being newlyweds and that newly wedded bliss!