I think its like any profession really, there are some good eggs and some bad ones. As a customer, i think it makes sense to keep moving until you've found a good broker.
There are no real costs to changing (apart from some inconvenience cost). However, given the broker/client relationship is often built on trust, its common for people to stick with one broker and build a relationship once that broker has helped them out.
Realistically, those that do a good job have strong client retention. After a few years in the industry, some brokers may be able to earn a living just serving their existing client base + their referrals.