I am a lawyer by profession, and have followed the below given procedure for changing my own name. Let me use my experience to help you to change your own name.

Follow the below given steps for changing your own name.

Step 1 – Affidavit

Go to you local Notary and make an affidavit regarding change of your name. You have to mention therein your specific reason for changing your name. For example, you may like to change your name after marriage (especially for women), due to astrological or numerological reasons or anything. Recently, one of my friends was going to start his own company who was locally famous in his nickname, and thus he changed his name from Rishabh Agarwal to Saurav Agarwal.

Note: Here is your sample name change affidavit for reference. 
Tips: Make a few copies of your affidavit, and preserve the original one carefully. It’s better to scan it, and preserve its electronic copy on your external hard disk as well as on multiple computers.

This affidavit can be used for changing your first or last name and also using the same, you can completely change your name (both first and last name, for example from Rishabh Agarwal to Saurav Verma).

Step 2 – Newspaper Publication

I, Sri ___________________ (old name) have changed my name from __________________ (old name) to ______________ (new name) by affidavit sworn before the Notary Public, ______________ (place) on ___________ (date). Henceforth, I shall be known as _________________ (New Name) for all purposes. ______________ (Name) and _______________ (Complete postal address).

Full Signature

Fill in the blanks with appropriate details and publish it in your local newspaper.

Tips:

You can choose any 2 local newspapers for publishing it. (No need for FrontPage coverage). Although you need only once copy but its better to get ten copies of that newspaper in which your statement is published and preserve it carefully, because it’s now a lifetime issue. It’s better to preserve both the hard and scanned copies of the newspaper.

Step 3 – Gazette Notification

Now for getting your name published in the Official Gazette of your state, for example: “The Delhi Gazette”, you need to do the following things:
1. Visit your local Government Press or the department that mobilizes Gazette notification.

2. Get 2 copies of “Deed Changing Surname Form”. (Fill this form carefully as per the instructions provided therein)

3. If possible get the phone number, or the mobile number of the person of that department who can help you for Gazette Notification.

Verification

You need to send the following documents to the Secretary, Department of Commerce & Transport (Commerce), _________________ (State). 

1. Letter to the Secretary, requesting him to allow you to change your name. (Click here to view sample letter)
2. The “Deed Changing Surname Form”
3. 2 True copies of the newspapers in which your name change statement is published.
4. Attested copy of the Name Change Affidavit.
5. A print out of the statement in plain paper that you need to publish in your official Gazette. (Generally Same as your Newspaper Statement)
6. A Copy of your current identity like your Voter Identity Card, PAN Card, Birth Certificate, School or College Certificates and etc.

Tips:

Get an A4 size envelope, put the above mentioned documents in it, and send it to the above Secretary, Department of Commerce & Transport (Commerce), _________________ (State).

Make copies of everything and preserve them both in hard and electronic formats, for future reference.

Reference:

1. Here is your Gazette Notification Format.
2. Click here to view name change deed form.
3. Click here to view the sample letter to Secretary, Department of Commerce & Transport (Commerce), _________________ (State)

Within a week, after due verification, you will get a reply letter from Secretary, Department of Commerce & Transport (Commerce), _________________ (State). Click here to view sample reply letter that was sent to me.

Make a few copies of the reply letter and again visit the Govt. Press or the department that mobilizes Gazette Notification and follow the below given instructions.

1. Show them the reply letter, and they will match it with the order than they have received from the Secretariat (of your state).
2. Deposit the required amount for the publication. Here the amount depends on the kind of publication you want to go to (General and Extraordinary.). If you go for the extraordinary one, you can get the copies of the publication within a week or two.

Note

Once your statement is published in the official Gazette, you name change process comes to an end, and now you can enjoy your new name. Congrats!!!

Tips: Make a few copies of the Gazette Notification and carefully preserve it for a lifetime.

Documents involved in the whole process

1. Name Change Affidavit
2. Newspaper Publication
3. Name Change Deed
4. Request letter to the Secretariat
5. Name Change Statement
6. Reply Letter from the Secretariat
7. Publication Money Receipt.
8. Gazette Notification