You can only change to each role once, you can never go back. Also your magic skills are limited to half the level of any old role if the new role doesn't support that school of magic. For example, changing to Barbarian (which doesn't support any school) limits all your magic. The only exceptions are warlock, and zen master. You will also progress very rapidly throught the levels of a new role until you reach the highest level reached in any previous role. So the most efficient way to progress is to bring each role up to level 14 before changing. That way you don't limit any magic, and notice that you only get one new spell per level promotions. Too few promotions and you will end up with too few spells, especially stone spells which are limited to characters who start as wizards (and zen masters - but see below about that).
Of course, if you're itching to get into a new role anyway you may want to change earlier, it's all a question of what rings your bell. Different roles have different strengths and weaknesses. I didn't care much for Bard or Monk, but loved Warlock. You may want to make sure that you always have at least one role which can use lockpicks. It is also a good idea to make sure that your party has a good variety of roles at all times. Six Rangers all at once is NOT a good idea.
Also remember that because you can't reprise a role you may want to save the best till last. I made a lot of my characters into Samurai pretty early on - and regretted it. Samurai is a good finishing role!
You will not be able to get the Zen Master and Valkyrie roles until almost at the end so ignore these for now. All the others roles will be possible by the time you make it through Ishad N'ha to the lands beyond, even Assassin.
There are a number of opinions on this subject and I am sure some people on the list will agree with the above, and some others won't. That's OK, the trick is to do whatever makes the game more fun for you. Enjoy!
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