Give people a few weeks' warning. Maybe give them all a private message warning them about it. Display the message when they log in. "Notice! You will not be able to change your name after X date!" Then go for it, lock them all down.
I like my name, I've had the same one all the time.
Hmmm, this makes me curious. How many people have changed their account names? Can you divide the population into segments? Like...x% of the users never change their names, x% have changed it once, x% have changed it 2-5 times, x% have changed it 6 or more times? Just curious. :D This would give you an idea of how many people you'd tick off if you did this.
Don't forget to add stuff to the registration page saying "You'll never be able to change your username so be sure you have one you like"!