What is the cost of changing state?
The most data I've seen is on the relative expense of various state changes is from Cass Everitt and John McDonald's talk on reducing OpenGL API overhead from January 2014.  Their talk included this slide (at 31:55):



The talk doesn't give any more info on how they measured this (or even whether they're measuring CPU or GPU cost, or both!).  But at least it dovetails with the conventional wisdom: render target and shader program changes are the most expensive, uniform updates the least, with vertex buffers and texture changes somewhere in the middle.  The rest of their talk also has a lot of interesting wisdom about reducing state-change overhead.