I feel like you should have each name shown as former aliases (like steam does) so that people can tell who was who originally.
We've already planned this as an administrative feature, but it does make sense to expose this to other users, along with a date, like:
Cormyn's naming history:
Cormyn, January 10, 2011 to present
Kormyn, August 2, 2010 to January 10, 2011
Nymroc, April 17, 2010 to August 2, 2010
Cormyn, January 11, 2010 to April 17, 2010
Can you keep your username?
If you're asking "do we *have* to change our username?" then the answer is no. This is an opt-in service that we're going to build for users who want to change their username.