Can't change MAC Address in El Capitan
I understand you are looking to actually change your MAC address, but in case you want to spoof it to appear as another MAC address, this is what I recommend:

Use SpoofMac. It just works. Here is how to get it and use it:

$ git clone https://github.com/feross/SpoofMAC.git
$ cd SpoofMAC
$ python setup.py install
$ cd scripts
$ python spoof-mac.py list
- "Ethernet" on device "en0" with MAC address 3C:07:54:55:71:41
- "FireWire" on device "fw0" with MAC address A4:B1:97:FF:FE:9E
- "Wi-Fi" on device "en1" with MAC address 68:A8:6D:1B:FE:E4 currently set to 00:E0:B8:1B:FE:E4
$ python spoof-mac.py set 00:00:00:00:00 en1 # or whatever mac address you want


Hope that helps anyone trying to change their perceived mac address and failing.