I have a really hard time when someone changes their avatar let alone their user name. My memory looks at the posting style, the image, and the name to try to forum a mental rolodex of who I'm talking to. When someone changes one of those (Even their posting style) I seriously get confused and have a hard time remembering who they are. This may not be important to lots of people, but I try to remember the personality, and history behind the poster because it adds context to the words on the screen.
That being said, I had an online stalker once at ATT and had to change my name. I was glad the feature was available to me then. I also changed my name when I rejoined WWGHA, but I only had like two posts here at the time and no one knew that user name any ways. IMO you should get one change, unless there is a serious need, such as a stalker.