big changes that bands made THAT YOU LIKE!

DsO goes without saying.

I actually listen to Dark Tranquillity's last two albums more than their early stuff.

Dimmu Borgir, with the exception of ISD I find their music enjoyable.
 
The one that comes to mind first is Amorphis. I love the alt-goth/melodeath thing they're doing, or whatever you want to call it.

I also agree with Bathory, and would throw out Samael (at least, I like their move to Passage and Eternal, even if they've made a few bad moves since then).
 
Cynic: Focus -> Traced in Air
Edge of Sanity: Infernal/Spectral Sorrows -> Crimson 2 (Well it's basically just Dan Swano's change, but I like it nonetheless)
Katatonia: BMD -> TD/LFDGD
 
Katatonia and Enslaved without a doubt progressively got better. I hardly ever listen to their early material. I'll throw in Death and Carcass as well, except Swansong was quite a disappointment.
 
This was a hard one. I guess there are some, but if I enjoy a band with a change of sound I usually enjoy their old stuff just as much. Like many have said Katatonia, I can agree with this. But I also enjoy their old sound just as much as the new.
 
I second Bathory. I'll add Abigail Williams dropping (most of) their american "core" sound with "In the Shadow of a Thousand Suns."

I also enjoyed Opeth's transition from Orchid to Deliverance, up until everything after Deliverance. I found each album to be consecutively more enjoyable, with the exception of Still Life and My Arms, Your Hearse being my favorites.

Judas Priest dropping their poppy sound and releasing a concept album was great too. 80% of Nostradamus was great.