Steps to claiming your big winnings if you're in a state that requires you to claim it under your legal name:
1) Tell no one you won.
2) Find a great lawyer to help you through the legal proceedings.
3) Move away from your current address to a different town.
4) When going to do the photo-op/press conference, make sure you've changed your appearance before you get up there (new hair style, dyed hair, shave/not shaved, different clothes, etc).
5) Legally change your name as soon as you can after being awarded your money.
6) Move again to a different location.
7) Still don't tell anyone that you've won (they'll know anyway because your name will be everywhere... your old name).
8) Split up the money into multiple locations; different banks, different savings/checking/retirement accounts, Vanguard/Fidelity/T. Rowe Price, etc.
9) Blow all the money in five years.