The big changes can occur but seem to require a level of catastropic stress, that no sane person can consciously bring to bear on (themselves).
Before you can change, you must break down that which you would be replacing... your personality.
Hardly anyone is capable of that...but for an example of this kind of 'stressing out' the established personality, take a look at rites of passage.
I suspect all cultures have some form of a rite of passage, but if you look to the past and find the pre-industrial societies you will see what it takes to effect a significant change to one's personality.
What do they say on TV? don't try this at home?
Besides, you know how there is always a 'trick ending' to the fables and tales we hear as children, the cautionary tales? I personally believe that if you are successful in altering your personality, there will be no left to appreciate it! The toll on friends and family is kinda high. Afterall, we are talking about changing personality, do that and everything changes, yo.