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
 
Tiamat - I equally like Sumerian Cry and The Astral Sleep but also enjoy Wildhoney which is completely different from their first two, but still stands on its own rights.
 
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.
 
Amorphis, Bathory, agree with Paradise Lost, Tiamat, Theatre of Tragedy (after Aegis it all went to hell though).