Don't think anyone should change their username - far too confusing. Also pretty pointless, unless you've given yourself a name you really detest.
Confusing enough with some people having multiple accounts anyway, if we all started changing our usernames it'd be a nightmare.
Unless you're a newbie, and you've made a horrible mistake with your name, stick with the username you chose.
Can only think of one valid reason to change a username, and that's if that user is suffering undue/unwarranted harassment from other members.
That said, if people feel that strongly they'll just set up another account anyway.