Has anyone heard of there being any problem associated with changing the brand of string that your guitar was set up with? i.e. Getting it set up with ernie ball and then changing the strings when needed with D'Addario
Nope As long as the guages aren't radically different, there shouldn't be a problem.

Dean MArkley Blue Steels are the way to go, btw.
Thanks a lot, if the Markley's have the same life as D'Addario then I'd be down to try out a switch.
How long do your D'Addarios last?

The last time I changed my Sg's strings was about two months ago, and they still sound the same as the day I bought them. And I play my guitar everyday for at least a few hours. Just beware of the nickel-metallic smell that they leave on your pick and fingers. Easily washed off, though.
it could change your intonation slightly, but otherwise if there the same gauge i wouldn't worry too much. I'd stick with d'addario personally