If I have a web serice and a client consuming tis webservice, and then I change the service location, orI add another parameter, what is the usual way to change the client? Do you necesarily need to update the client/ Was UDDI helping in this kind of situation?
It depends on the nature of change you apply in the service definition. If you add something optional that only new clients can consume but the old clients can ommit, you have introduced a backward compatible change so the clients shouldn't be updated unless they decide to use this new feature. Any change that affects the way the existing clients use the service will require a client update as it represents a breaking change.
In the case of WCF, if you use the latest version 4.0, it introduces a new protocol implementation WS-Discovery, which can help clients to find the service url and the right version they can use. Using this approach, you can for instance, deploy a new version in a different url and the client applications can discover it automatically.