Ahhh, the old pen name question?
If you are one of those writers out there juggling this question around in your head, let me tell you there really is no single answer for this. Considering this is publishing, that shouldn't shock you. Still, let's take a look at situations surrounding this pen name issue.
Some authors use different pen names to keep different elements of their writing apart. For example, an author writes erotica and inspirational (yes, their are authors that do this). If they want to make sure their readers stay on their own side of the room when out there buying books, then different names would be great.
I have heard some people say they use different names because they want to keep their identities secret. I am always wondering about this one. I heard an editor once say that if your neighbor doesn't know you write, this is a sign of bad marketing. Some use this because they are in a profession that might be a conflict of interest. I don't know about this, but that is what some say.
Other authors who write for different publishing houses may also use different names. This is more of a record keeping purpose and it helps them know "who they are" when they are writing stories.
Finally, many change their names because they don't like their own name. Personally, I feel this is a shame. Still, this is something you might want to consider.
In other words, this is entirely up to you. There is no fixed rule, but you have to do what will make you happy.
Scott