Many entertainers use a "professionally known as" name for performing, and their legal name for ownership of property. Use of a "pka" is mostly for creative reasons, and use of a legal name (whether a married name or not) can be advantagous for its relative privacy.
Disclaimer: Please note that this answer does not constitute legal advice, and should not be relied on, since each state has different laws, each situation is fact specific, and it is impossible to evaluate a legal problem without a comprehensive consultation and review of all the facts and documents at issue. This answer does not create an attorney-client relationship.
The major issue with regard to illegality is whether you are using another name with the intent to mislead or defraud someone. It would be wise to at least use your legal name on contracts and documents regarding purchase or sale of real property, as well as documents submitted to governmental agencies.
This answer is provided for informational purposes only. The response given is not intended to create, nor does it create, an attorney-client relationship. Each case is fact specific, and it is impossible to evaluate a legal question without a review of all the facts at issue. If you are looking for legal advice regarding a problem in the State of Georgia you may contact my office so that we can set up an office or phone consultation to fully address your question.