I almost never play the same list twice. My opponents, so far, haven't had any complaints because it means they get to play against a new list every week. Most people at my FLGS have one list that they've been playing for 5+ years, with only minor changes. They've all played each other a hundred times and they are bored of playing against those lists. I've got about 4-5k of space marines, and I've yet to run out of new things to try out. Last week I ran a list with 6 land speeders. Next week, I'm thinking of trying the same thing, but with all assault cannons in an assault-canon themed list. Maybe I'll try heavy flamers after that. I've also been itching to try out some Mortis-pattern Dreadnoughts. They look cool, but I'll have to switch codices for that list because the DA book doesn't have Mortis-pattern Dreadnoughts. Not a big deal with my group.
I can't see playing the game any other way. All of my minis are magnetized so that I can easily swap weapons, and I always play WYSIWYG.