I went by a nickname all through school - including college. Then I switched to my middle name before grad school and have used that name ever since. It took me about 2 weeks to get used to it because I started it when I arrived at graduate school. The only issue I have is when I go home, some of the "family" still call me by my nickname - although their kids all call me aunt "middle name". Not quite the same as changing it when your in elementary school, but know its done all the time.