The only premade I've ever considered changing their name is Johnny Zest since he's actually a Landgraab. But in the end I resisted because I figured he gave himself that last name, it's a stage name, so I think it must mean something personally to him. In some save files I have moved him back into the Landgraab estate with Malcolm though after their parents are gone.
Sometimes I don't change their last names after a marriage to one of my Sims either. Not everyone automatically changes their last name after getting married. Especially celebrities, authors, etc. 9/10 times I'll change it, but there's been a few I haven't for various reasons.
I have no qualms about changing townie names, but that's another subject. :)
