Regardless of your name, you should file as married. It's your choice to file Married Filing Jointly, which is often beneficial, or Married Filing Separately. You should file your tax return based on your marital status at the end of the year, on December 31. Also, it's optional to change your name and won't impact your tax return.
Here's some information on the filing choices: How Should You and Your Spouse File Taxes? Married Filing Jointly vs Separately
