If my circumstances were different, I would've, sure. I already had a body of work under my maiden name when I got married, and I would've lost a lot of professional traction if I changed it. I changed my name the first time I got married, and it was hell to get it back when I got divorced. (You'd think it would be the other way around.)
It actually causes a bit of trouble that my husband and I don't share a last name. It just confuses people; I'll call, say, the bank to talk about our account, and they'll be like "um, can you prove you're really his wife?"