What is transaction capacity of a POS using 3DES DUKPT? I am looking for the transaction capacity of a Point-Of-Sale device using 3DES DUKPT. Once all keys derived from the future key set are exhausted (1M or 500K?), how will the POS be reloaded with a new set of future keys.  Have not seen many topics on this online.

Is changing the KSI number a widely used industry practice?
How many transactions? It depends on precisely how the 80 bit KSN has been divided between key set ID, and device ID.  There is freedom on this - the spec does not say how it should be done. In practice usually only 64 bits is used, and it is divided 6-5-5, giving 16 million key sets, 500k devices per key set, and 1 million transactions per device.  But you could easily increase that if you needed less key sets/devices. 

No, changing the device's serial number is not standard practice. It is intended to remain the same for the life time of the device. It would need to be replaced (via an RMA procedure), or re-injected.