For the Blue Card, you can change employers as much as you want because it's attached to the employee rather than the employer. Further, depending on the country, after two or three years, you can then legally take work in any other EEA country (except the UK, Ireland and Denmark, all of whom opted out of the Blue Card program). There are some technicalities involved, but those are the basics.
Germany's program is particularly great because you can get a permanent residency permit after only two years if you learn German (to a B2 level, I think), or after three years if you don't speak German. In other words, it's a permanent entry into the EU. I'm an American living in France and I'm married to a French woman, so I don't have to worry, but otherwise, I'd apply for the Blue Card in a heartbeat!