I changed my name but I don't have kids so it didn't really make sense to keep it (and it was always mispronounced so I was happy to be rid of it).. but changing it is a huge pain in the *** once you've accumulated more stuff to change. And yes, it was awkward for many months and still to this day. Lots of people saying "congratulations!" lots of people asking "when did you get married?" I got used to saying "actually it was the opposite" pretty quickly.
All of the people I know who are divorced and have kids kept their married name, so that they could retain that connection with their kids. Some have said they might change it if they got remarried, but they would deal with that when the time comes. I do have a friend without kids that opted to keep her married name, with the idea that when she got remarried she'd change it then so it didn't make sense to change it multiple times - it certainly made things easier for her.
So, long story short, I don't think there would be anything "wrong" or unusual about keeping your married name, providing you're comfortable with it. A lot of people have the attitude that it's just a name so unless it is too painful to hold onto, why go through the work of keeping it?
For me this part of it was upsetting because it was the big public acknowledgement. My friends and family knew what was happening but changing my name made it "real" to the rest of the world, even people I barely knew.
Me:30 H:29, no kids T:12, M:4 (when D was final) 12/13: "Don't think I want to be M anymore" 6/14: Separated (I move) 1/15: H filed for D 5/15: D final