How to write previous surname when married?

A relatively common way of putting it is to use the French term "née" (for women) or "né" for men, meaning "born":

My name is John Johnson (né Davis).

Since changing last names is more commonly practiced by women these days, the masculine is less common and might not be as familiar to readers.

Of course, as Andrew Leach mentions in the comments, this technically only covers the name you were born with, but I believe that in common usage it is used to represent a maiden name, even if there were other name changes at previous points in time.