query to find when a value changes from one row to the next?

Here's a way to do it using a windowing function (ROW_NUMBER in this case):

create table #DataTable
(
    DateOfEntry datetime,
    Amount int
)

insert into #DataTable values('2011-01-01', 100);
insert into #DataTable values('2011-02-01', 100);
insert into #DataTable values('2011-03-01', 150);
insert into #DataTable values('2011-04-01', 150);
insert into #DataTable values('2011-05-01', 100);
insert into #DataTable values('2011-06-01', 200);
insert into #DataTable values('2011-07-01', 600);
insert into #DataTable values('2011-08-01', 600);

with records as
(
    select
       DateOfEntry,
       Amount,
       ROW_NUMBER() over (order by DateOfEntry) as RowNum
    from
       #DataTable
)
select 
    r1.* 
from 
    records r1
    LEFT OUTER JOIN records r2 on r1.RowNum = r2.RowNum + 1
where
    r2.RowNum IS NULL
    OR r2.Amount <> r1.Amount;

drop table #DataTable;

In this example, we're getting row numbers based on the date. ROW_NUMBER will increment with no repeats and no gaps, so you can join the CTE (in 2005; if you're using 2000, turn records into a subquery) on the row number, as you want to see if the current record differs from the previous record. If it does, mark the change. Also, because the first record won't join to anything, include it as well--you change from nothing to something.