The USCIS field office sent me a form N-662 signed by the court, eight days after the ceremony via UPS. They did not inform me in any way before and the driver just left the envelop in front of my door so keep and eye on that since I don't think it is the safest to do. I checked the tracking number myself then and they mailed it the day before and that is also the day my case status was changed to "certificate of naturalization was issued".
I will now go to the SSA office, DMV and Police (CCW) to change my name, they all require it in person.
If you are still waiting on an interview in Las Vegas then that is certainly long. I also filed in November but got my first interview date late January. However it first was scheduled for early March and then got pushed back for 6 weeks but then all went smooth. Never asked why they re-scheduled.
Good luck.