
How to change your Minecraft Name
Tutorial explaining how to change names. Mojang added this feature, since a while now.
Following these steps, you should get to the result.
Step 1: Open your browser, and go to mojang.com. At the home page, click "account".

Step 2: Find "Log In", at the top right corner.

Step 3: Enter your e-mail address and your Minecraft password. Here comes an problem: Some people may not have migrated their accounts. You can migrate your account here. If you have any problems with migrating your account, you can find some questions answered by Mojang here, if it still doesn't fix your problem, I would recommend contacting Mojang.
So, after you've migrated your account, you put your e-mail and your password where it asks.

Step 4: When you enter your Mojang profile, you'll see a small list of games you have, only Mojang games. For me, I have Minecraft as you can see there. It says the date I started playing it, and more to the right you'll see my nickname, and then "(Change)". You click the "(Change)" button.

Step 5: Here's the last step. You can enter your new desired name. You need to type your account password, to be able to change your name.

Woah! You made it.
Note: You can only change your name each 30 days, as it says on the changing names page.
2nd Note: This is hopefully going to be moved to the "Guides" forum.