In Dragon’s Dogma for the PS3 and Xbox 360, you can change your class (aka Vocation in this game) if you’re willing to part with some discipline.
Once you get to Gran Soren, look for the Inn and talk to the Innkeeper named Asalam. Asalam will give you the option to choose a new Vocation for 1,000 discipline, but in the future you’ll be able to switch to any Vocation you’ve already purchased for free.