I wonder where that line is that bands sometimes cross which separates artistic freedom from letting your fanbase down? Linkin Park is a good example of this. My best friend was a rabid fan, but totally jumped ship after Minutes to Midnight came out. Sure, it's their perogative to change their sound, but to me it seemed like they went to far and alienated some of their most loyal followers.
This ties into live concerts when bands change their songs so much it's unrecognizable. Sometimes the changes are fully acceptable, regardless of how radical. Other times, it feels like they're trying too hard.