I had recently had a discussion with my Professor about this same subject, because she adopted two young girls from Mexico and changed their names. I had been talking to her about adoption and the subject came up.
The oldest of the two daughters was 7 and the younger one was 4 at the time she adopted them. They both knew their names and how to spell them. She said she just took their first names and made them their middle name, and slowly started calling them by their new first names and their birth first names together. I guess the older girl said something along the lines of "that's not my name" and she told her that it was her new name, for her new life. She said something like, her birth mommy got to name her, so she wanted to name her as well since she would be her forever mommy. Slowly she got use to it and eventually they dropped her "middle" name. The youngest girl's new name is Belle and she went crazy happy because it was the girl from Beauty and the Beast. LOL It stuck instantly.
We are personally planning to adopt as well, and we are planning to change their names, unless we really think it fits them. I'm planning on using the way I mentioned above.
Good luck in whatever you decide!!