Asides from EVE, I played City of Heroes/Villains, Star Wars Galaxies and Earth and Beyond.
In E&B and COH/V, changing your profession (or class in COH/V) was impossible. The one you picked at the character creation screen was the one you were stuck with.
In SWG (when I played it anyway) all players had a certain number of skill points to spend on levels in their profession. If you spent all of your skill points and wanted to try a different profession, you either made an alt character or you had to give up levels in your old profession to free up skill points to use on the new one.
In my experience, EVE's approach is unique. What other MMO's use it?