http://www.namechangelaw.com/states/texas/texas.htm (scroll down for adult name changes)
Name changes aren't usually too difficult if you don't have fraudulent reasons for doing so. File some paperwork, pay a fee, maybe have fingerprints (you can get that at the police department) or passport photographs taken, show up at court, get the change.
Or, get married or divorced. You can change your name then as part of the process. (Some states have limits on what you can change it to. In WI, you can change your name when you get divorced, but ONLY to a legal prior name. If you want to change it to something else entirely, you have to go through the standard process.)
It's a pain to get all of your documents updated, though. (Social Security, driver's license, credit cards, passport, bills if your middle initial is on there.)