Changing Doctors

Hi Everyone,
This message could be posted in a number of forums, but I thought I would post here....

What would you say is the correct,polite etc way to deal with changing doctors? If more than 2 doctors are consulted for the same problem, what do you say to the 3rd or 4th doctor or 5th....if it is an ongoing problem? (btw - this is more particularly pertaining to Specialists, not Family Doctor). Do you ever reveal to the earlier 1st or 2nd doctor that you are consulting with someone else, especially if you are not happy with him or her?