AIAIAIAI!
Erm. This is a difficult question, really. I mean, there are a ton of very distinct events that one would think at first that it would be a very good idea to change - Hero of Alexandria, Romans in Germany, Christianity/Constantine, Charlemagne's will, and a whole lot of others that I don't feel like thinking of right now. I don't think it's very productive to just take the idea of changing history as a whole and discuss it - We'll get sidetracked on various events, and there's no particular way to say it's good or bad to 'change history' in the general. I propose we look at a specific example.
For that example, I would say either Hero of Alexandria or William Pitt the Elder.
http://en.wikipedia.org/wiki/Hero_of_Alexandria. If this one guy had understood the potential of steam-power a bit better, the industrial revolution would have happened about 2000 years early. Of course, this means Roman culture would suddenly have railways and cannon. Would they be ready for it?
http://en.wikipedia.org/wiki/William_Pitt,_1st_Earl_of_Chatham. If this guy had been better at convincing other guys to agree with him, the American revolution might not have happened - because instead of taking 'no taxation without representation' to mean, 'no taxation', He would have given the colonies recognition and greater independence, while leaving them as part of the British Empire. How would Britain retaining America have changed history?