If you mean use one brand one time, another brand the next time, going back to the third brand etc, then it is best not to as each time it would normally take a few days for your baby's tummy to adjust.
If you are changing between brands trying to find the one that suits your baby best, then that is ok and most mums normally have to do that anyway. With both mine, I found the first brand I tried wasnt suitable and had to change them.
If you have found a brand of milk that satisfies your baby and agrees with them, then it is best to stick to it.