News from Blizzard today is that StarCraft II: Wings of Liberty will allow you to change our character name, something our biggest StarCraft fan on the team tells me is "huge".
Blizzard indicates that subsequent name changes will charge a fee, a la World of Warcraft.
They have not revealed the price for those later name changes, but they do say that they want to enable the initial name-change option for the players who didn't realise that their StarCraft II name would be so widely used to identify them both in the game and in forums, community pages and multiplayer ladders.
The name-change option is coming "soon," according to Blizzard.
Free Character Name Change Coming Soon [Battle.net]