I never thought I'd say this, but I'm taking his name, and dropping mine ONLY because I really hate my last name. It's my dad's and my parents have been divorced for years and I never speak to my dad, so I don't have too much of an attachment to it. And my boyfriend's last name goes really well with mine, miraculously. My current last name is extremely difficult to pronounce and it's just awful to say.
However, if you don't want to change it, don't. I know many brides who have kept their names after marriage, and their now husbands don't have a problem with it either. The only time it gets tricky is if you guys decide to have kids, what will their last names be? Just make sure that you guys have discussed it so that it doesn't become confusing once that time comes.
But yeah, I'd probably keep my own name if I didn't hate it so much.