I completely agree. I think that it would be great to have the ability to change the character name, and according to the official wiki, http://wiki.guildwars2.com/wiki/Name_Change_Contract , it would appear as though there is some form of plan to go through with it, although there has been no mention of it on the main website.
I have a personal reason for wanting to change the name of one of my characters, and wouldn’t mind shelling out a few gems to have it done. 