Changing Alignments

Alignment is a tool, not a straitjacket. It is possible for a player to change his character's alignment after the character is created, either by action or choice. However, changing alignment is not without its penalties.
Most often the character's alignment will change because his actions are more in line with a different alignment. This can happen if the player is not paying attention to the character and his actions. The character gradually assumes a different alignment.
For example. a lawful good fighter ignores the village council's plea for help because he wants to go fight evil elsewhere. This action is much closer to chaotic good, since the character is placing his desire over the need of the community. The fighter would find himself beginning to drift toward chaotic good alignment.
All people have minor failings, however, so the character does not instantly become chaotic good. Several occasions of lax behavior are required before the character's alignment changes officially. During that time, extremely lawful good activities can swing the balance back. Although the player may have a good idea of where the character's alignment lies, only the DM knows for sure.
Likewise, the character cannot wake up one morning and say, "I think I'll become lawful good today." (Well. he can say it. but it won't have any effect.) A player can choose to change his character's alignment, but this change is accomplished by deeds, not words. Tell the DM of the intention and then try to play according to the new choice.
Finally, there are many magical effects that can change a character's alignment. Rare and cursed magical items can instantly alter a character's alignment. Powerful artifacts may slowly erode a character's determination and willpower, causing subtle shifts in behavior. Spells can compel a character to perform actions against his will.
Although all of these have an effect, none are as permanent or damaging as those choices the character makes of his own free will.
Changing the way a character behaves and thinks will cost him experience points and slow his advancement. Part of a characters experience comes from learning how his own behavior affects him and the world around him. In real life, for example, a person learns that he doesn't like horror movies only by going to see a few of them. Based on that experience, he learns to avoid certain types of movies. Changing behavior means discarding things the character learned previously. Relearning things takes time. This costs the character experience.
There are other, more immediate effects of changing alignment. Certain character classes require specific alignments. A paladin who is no longer lawful good is no longer a paladin. A character may have magical items usable only by specific alignments (intelligent swords. etc.). Such items don't function (and may even prove dangerous) in the hands of a differently aligned character.
News of a character's change in behavior will certainly get around to friends and acquaintances. Although some people he never considered friendly may now warm to him, others may take exception to his new attitudes. A few may even try to help him "see the error of his ways." The local clergy, on whom he relies for healing, may look askance on his recent behavior, denying him their special services (while at the same time sermonizing on his plight). The character who changes alignment often finds himself unpopular, depending on the attitudes of the surrounding people. People do not understand him. If the character drifts into chaotic neutral behavior in a highly lawful city, the townspeople might decide that the character is afflicted and needs close supervision, even confinement, for his own good!
Ultimately, the player is advised to pick an alignment he can play comfortably, one that fits in with those of the rest of the group, and he should stay with that alignment for the course of the character's career.
There will be times when the DM, especially if he is clever, creates situations to test the character's resolve and ethics. But finding the right course of action within the character's alignment is part of the fun and challenge of role-playing.