I have. First, you don't have to change your name legally to begin using another name (in USA.) As long as you use the same SSN, and are not trying to elude law enforcement etc. I would do a time of where you use your Maiden name as your last name, with your married name as the Middle name. That way, your credit isn't "changed" but added to... THEN when you drop the married name altogether, it isn't a big deal to the creditors, because they already have the name you will be using.

It costs less than $200 here to file the paperwork and change your name here. You might check your divorce papers, as there is a place where if you filled in your maiden name, you may have already legally set the name forth

I found it quite rewarding, and personally enlightening to be my own person once again