Well first i think yuh will need to get a sworn affidavit of the name change along with the marriage cert. then go to Scott's House, upper Frederick St. (for the ID) License Office, Wrightson Road (for the DP) Immigration Office also on Fred. St. (for the Passport) US Embassy, Marli St. (for the visa)
As CBH said.. wait until they need to be renewed. Otherwise you're wasting time and money getting documents changed. My wife just got her ID card updated and her passport was due to be renewed so did that after. DP still shows her maiden name.
if your wife is an employee of the state don't have all the ID's changed My wife had all hers changed and notified and applied for the name changed at the ministry of Education over fours years and Still it has not been changed it created all kind of hassles in the bank although they have her information before we were married