here's how you change your mailing address https://www.google.com/adsense/support/bin/answer.py?answer=9916
No you don't need any new pin number according to my knowledge . We can change address after inserting our first pin number .
I don't believe you'll be sent a new pin # because that's usually a part of the initial verification process when you first sign-up. It's a pretty straightforward process to update your payee info.
How is that possible , i have seen many guys first change their address to get pin number and than they change back their address . Here on dp you can find many of them . If someone don't receives pin number they request new pin again on different address than they change their address aging after receiving it .