Why should one always use the same kind of coffee for an Espresso machine?
There are a lot of good detailed answers on this page already, but I guess I could add my own $0.02 to the conversation and maybe a different angle to the answer..

I have been home roasting and brewing for about 2 years now and I think the #1 thing I've learned about pulling espresso shots is that it is all about consistency. 

In order to effect consistency you have to control your variables, and the more variables you get control of, the better chance you have of maintaining consistency.

Over the past two years I have continuously refined my process by modifying the entire chain of coffee production, whether it meant ordering a new piece of hardware or changing how I did something.

For instance, I installed a PID on my Racilio Silvia in order to control brew temperature, I bought a naked portafilter to get better feedback on the quality of my shots, and bought a pressure gauge to make sure I was getting proper brew pressure at the group head, the list goes on and on.

So when I saw your question about "always using the same coffee" I interpreted it as just another one of those variables that you can get control of and that will effect the quality of the shots you pull. 

In the beginning I stuck with the same coffee and roast to try to minimize the number of variables I was working with. Once I was more familiar with how each variable effected my shot and how I could manipulate them to get what I wanted, I began to experiment.

So I guess for me keeping the coffee the same boils down to removing some noise from the system to make it easier to manage...