I have to say that most of the responses have people who changed styles to further their career.
My original question was (to summarize now) - artists who have changed style for artistic reasons.
Miles Davis, The Beatles, Bob Dylan and Joni Mitchell were long past worrying about their careers - the world followed them.
Yes, there are plenty of Alanis Morrisette's who made career moves by changing genres, but there is no point to making a list of those.
( But all the posts are interesting anyway! )