My solution (if I am in a bad mood) was to simply ask back
Why should I?
the only answer "because it is tradition", to which I respond "SO?"
I have been married 25 years now, it is amazing how well this works, as long as you have the attitude to go with it.
We have given the kids my surname as a middle name like I thought they did in Spain but turns out i misunderstood.
but the best answer is
We will think about naming kids when I am pregnant, not even thinking about it yet.
Which really doesn't have any suitable comeback.
Nicked From comments: I think this works even if you're not in a bad mood. All you have to do is smile, shrug, and ask, "Why should I?" As long as your tone is light and not confrontational, and you can simply follow up to whatever they say next with,
"Yeah, that's just not a good enough reason for me."
It is only when I am in a bad mood because I LOVE TALKING ABOUT MYSELF normally (yes I know this is a major flaw but I am being honest here)
Edit, oops i was wrong on spain.