I don't personally change the names of premades because the association is too strong and I've never felt a reason to. I would probably change their surnames if they got married, but that's it. I do however change the names of randomly generated sims (if I don't delete them first, that is), particularly if I can't pronounce their original name or it just doesn't suit the sim. The beauty of sims though is you can play it however you like, so you can and should change the names if you want to. People in real life sometimes change their names too, so why not? :)
