Create a set of designs (logo, website, stationery, Twitter wallpaper, and so on). Consider using a freelance marketplace, eg elance or peopleperhour.
Set up a website redirect, from your old website to your new one.
Switch email address, from your old one to your new one, and change the contact details in the footer of your email.
Consider any other IT-related naming issues. For example, if you use a Virtual Private Network (VPN), update its name.
Communicate the name change to staff, customers, suppliers, the authorities (where are you registered under your old name?) and other contacts.
Consider using PR or blogging to publicise the name change. Will you tell some people confidentially ahead of the launch, to make them feel special?
Consider whether you need to continue using your old name alongside your new one until clients are used to the new company name. For example, Atom Content Marketing (formerly BHP Information Solutions).
Discuss any necessary changes with your bank, eg changes to account names.
Change the signage at your premises (and any livery on vehicles). If you rent your premises, the landlord may ask to see the Change of Name Certificate.
Update your invoices, stationery and business cards to include your new name and logo.
Amend the content of your website (and newsletter), and notify any external websites that link to it.
Refresh your marketing literature and notify any directories that list you.
Update your social media profiles, eg LinkedIn, Twitter, Facebook. Remember to include links to your new website.
Review all your internal documentation, eg employment contracts, and update it as necessary.