Mortiis as mentioned early on in this thread has an interesting history!
For the most part it was the dark dungeon style, then he himself got sick of it and thought that all his works sideprojects included were just becoming poor because he wasn't putting all his efforts into them singularly, and he just really wanted to do something else.
So then we got The Smell Of Rain, which most Mortiis fans hated, obviously, if you hear the old stuff and then this it would have been a shock (its what got me into Mortiis, so I loved it anyway) and just as the fans started to mellow out and like that material he tells us that it was a disaster recordingwise and developed a band and the industrial sound of the new album which is how he intended TSOR to sound in the first place...
Now everyone is half expecting something similar on the next album and half expecting something different again, but he is very open about only doing what he wants in his music and as The Stargate proved if he thinks he is selling himself out and is tired of the current style he will change it to make himself happy, not do what the fans want.
I like that a lot!
Opeth have done this too, though not in such an extreme way, but they have tried different things in their career. And although all Opeth albums sound like Opeth albums if you play Orchid and Ghost Reveries to a casual listener they probably wouldn't guess it was the same band. (Not to mention Damnation of course!)