I agree with some of the above comments...the Rega arm is excellent and if you can live with it set up once and forget then this is the way to go.
If you want to experience other cartridges without the hassle of shims then you need to go another route.....pretty simple. And yes having a dealer for support is great but if you are thinking of cartridges in the $1000's range then having your local dealer for that and set up is nice and get the table that causes your hear to jump