What's your budget? I'll be the contrarian here... 
A mountain cassette and derailleur is obviously the cheapest way to go, but you lose so many of the in-between gears that you're almost always pedaling at a cadence that isn't ideal for you. My legs aren't strong enough for a corncob any more (and honestly, I only ever put one on my race wheel, not the ones I used for training), but I definitely miss even one tooth in between cogs.
As for interchanging cassettes on the road, I don't know about that - maybe on a long unsupported tour you might want to carry a spare cassette and a chain whip anyway, but readjusting the derailleur is a pain, especially without a workstand.
Last edited by OakLeaf; 04-16-2008 at 07:37 AM.
Speed comes from what you put behind you. - Judi Ketteler