Change my component GUID in wix?

When should I change or not change my component GUID in WIX? The Microsoft SDK information is confusing.

Glytzhkof edit: To clarify, the question deals with when a component GUID should be changed for an MSI component. A component can change with aspects such as: changed destination path, addition or removal of files to/from the same component, addition of registry data etc... This causes problems with regards to the so called component referencing, i.e the best practice for creating components in MSI.