<p>I know that when you add/change/remove methods in a COM interface you're supposed to change the interface/coclass GUID but what about type libraries.  When should you change the type library's GUID? Do you change it if a GUID inside the type library has changed? Or should you only change it when something that doesn't have its own GUID within the type library changes.</p>

The basic principle is that COM interfaces and Type Libraries should be immutable (that is, they shouldn't ever change).  If you change one item inside a COM interface, then the new version needs to be a completely separate entity from the previous version.  The only way to do this is to change the GUID for every interface in the library and the GUID for the type library itself.  It's also a good idea (for your own personal sanity) to change the name of the type library.
Ideally you shouldn't ever change a COM interface.  Instead create a new derived COM interface and publish in a new type library.