I quite often start my turn with the immortal words "Blitz action" closely followed by "...but with which player" !! I have no problem with players changing thier minds as long as no dice have been rolled, also you need to think about the other player, as an earlier post said its supposed to be fun. Its not chess guys (I even worse at chess than BB) its supposed to be fun.
I recently played in a tournament where my opponent (who was very sporting it should be said) blocked one of my guys, followed up and made the armour roll (Didnt go thro') then said "actually I didnt want to follow up, can I move back?" I said not really as dice had been rolled and they accepted that without any complaint. In "law" (the rules) I was 100% correct, however looking back I wish I'd said "no problem" I dont think it would have made any difference to the outcome of the match.(if your reading this, i apologise for that)
I think you should also consider your opponent, I started playing BB in '93 at a club and now attend 4-6 tournaments a year (more if the wife's not looking

) so I should know the rules (even if I dont understand them) if I get called, fair play. If Im playing a newby (the above player was not a newby) then a little slack is fine, even a little encouragement and advice where appropriate.
I stopped playing 40K and fantasy because I couldnt stand the endless "debates" about line of sight and a 1/4 mm difference in your measure of the charge range and mine!! it all got too "competative" for me, i like to win (altho' Id like to win more) but most important I want to have fun.