I'm not sure I'd change mine, I like it quite a lot, but I sometimes think that I don't look or act much like an Ellis, whatever an Ellis should look or act like. I am in my girlfriend's phone under the name 'William', which suits me much more I think. Bit late now though, and it would mean being called 'Bill' when I get old.
Sticking with the middle names theme though, I wouldn't mind adopting mine - it's Nathaniel.