In Dragon’s Dogma for the PS3 and Xbox 360, you can change your Vocation for a little bit of discipline.
Once you make it to Gran Soren in the story, go to the Inn and talk to Asalam the Innkeeper. Asalam will give you the option to purchase a new Vocation for 1,000 discipline, however you will be able to switch to any Vocation you’ve already purchased for free in the future.