Do you mean alternating between different instructors through your training, or do you mean changing at some point in your training from one to another?
Lots of folk do the latter due to force of circumstances and it can be a good thing. Swapping from one lesson to another, on the other hand, will slow your progress (although as others noted you will learn more overall).
If you have control over it I'd recommend sticking to just one instructor up to about Ex 11, after that the different teaching styles of others may well be a benefit.
(If for some reason you are not getting on with your instructor - personality clash or what ever - then change anyway, its your money, you are the customer)