We did a plane change on Airtran in Atlanta once, and I will neever do it again.
We were flying home from Orlando. It was raining and we were late taking off from MCO. Our plane ended up landing 10 minutes before the next plane was supposed to take off. We thought we would just be running across the hall to jump on the next flight. Nope, it was in a different concourse. We ran as fast as we could, but the plane was long gone by the time we got to the gate. This was around 8pm and the next flight home wasn't til 10am, so we had to have our sitter stay an extra night with the kids, find a hotel at the last minute, and I had to call in to work the next day.
If there are other flights you could switch to if something happens to make you miss the one you're scheduled for, it would probably be ok, but if you're flying into a small airport with limited flights, make sure you're not on the last flight of the day!