I like the way these guys emphasize, there is no national ID law (not Yet!)
Check their chapters also on Your Rights:http://www.bombshock.com/government_police/support-your-local-police-beat-yourself-up.html
Note, you do not need ID at anytime Except if you are driving a vehicle on a public street. It is illegal for cops to even ask passengers for ID, order them out, search them, bust them for drunkenness, etc; unless there is evidence (dog hits, cops sees/smells it) of drugs in vehicle or any possible evidence/contraband. Or, of course, a want/warrant for car or driver. Even then, those not involved should be allowed to walk home.
Some states, I suppose , a pistol in clear view is cause. Not in AZ.
Changing your name starts at only $130. You must not leave any trail, though, as they warn.https://www.legalzoom.com/LZWeb/Welcome/SignIn.aspx?sReturnPage=/LZWeb/Preprocess/Preprocess.aspx?iPID=15&TIMESTRING=&iProcess=15