Pat,
I can choose all sorts of examples of this (including myself) but I'll give this one.
Erik Labitze won the Rice Planters Amateur in Mt. Pleasant, SC, last summer after undergoing a fairly significant swing change the year before. I played with him in 2 of the rounds at the Rice Planters, and because I was going through a swing change at the time, we spoke at length about the process.
He believes (as do I) that when you are making a major swing change, it is important to still compete in tournaments as you make the change. But the important thing that you have to remember when you do is this: Don't play for score. If you play for score, you will invariably fall back upon your old habits and discard the mechanical changes you are trying to make. Progress toward making the change is slowed.
The endeavor when competing while making a swing change is to make the move you are trying to groove. It doesn't matter where the ball goes. The more important thing is that you try to make the move you want to make under the pressure of competition. You know you won't shoot as low as can, you know you'll probably have a couple of blow-up rounds, but in the long run you have taken greater steps toward the "finish line" of the swing change than you would have if you had (a) stayed on the range until you felt comfortable with the move, or (b) tried to play for score in tournaments.
Regarding (a): If you stay on the range until you feel comfortable, you will still have a significant adjustment period when you return to tournament play, because you have not taken a single swing with your new move under any sort of pressure.
Regarding (b): We are taught to try to shoot the lowest possible score, especially in competitive play. To many people this means playing shots within your ability, playing shots you are confident in, playing shots you have practiced and prove reliable under pressure. But if you are trying to make a swing change, the new move is not among those options, and many people would revert to hitting knock-downs, fades, anything to keep it in play, anything to score. You're not getting any closer to completing the swing change if you do that.
Are you trying to shoot the lowest possible score you can? NO. Are you trying to hit the ball as close as possible to your target? NO (it's a bonus if it happens, but you're not trying to do it). You are trying to make a certain move, a move that, until grooved, will more than likely NOT produce a reliable shot toward the target, will NOT enable you to shoot as low as possible.
So Erik spent quite a bit of the 2001 season (and I spent quite a bit of the 2002 season) entering tournaments and focusing on making the new move rather than score. His missed shots were big, and he didn't have many low scores or great finishes during that time, but he was sacrificing score in the short term for the long-term gain of completing the swing change and becoming a better player.
This happens a lot on Tour as well. You sacrifice in the short term to benefit in the long term.
You might call that "practice" under competitive conditions (the best kind of practice there is).