Well, not from one oil change to the next, but in some cases I've seen dramatic differences over the course of two or three changes (with shortened intervals). This christmas, for example, a friend lend me his Saab 900 2.1. (My own 900 awaits a gearbox rebuild, but parts are hard to find...)
He had bought the car not running and had swapped the shot engine with another used engine, which had been said to be running, but in otherwise unknown condition.
Well, it ran, but the hydraulic tappets were making a horrible noise when cold and the car generally ran vry rough. 1st oil change changed little, then after about 1 year/5000km the car got the 2nd change (mobil Delvac 10w-40), after 6 months and 5000km 3rd change (this time Shell HX7 5w-40).
The engine still runs rough, and the hydraulic tappets still make some noises at cold starts, but in my opinion it is now much quieter than it was a year before.
The mechanic who had serviced the car with the first change and then saw the car shortly after the 3rd change (and not in between) also commente don this...
So yes, oil changes make an engine feel differently - if it had been neglected before and the fresh oil has had some time (i.e. several oil changes) to clean it up.
The only times I noticed an immediate change was when I switched viscosities. Going from 10w-40 to 0w-40 really improved cold starts in the Saabs, but themost drastic hange I've ever seen was going from 15w-40 to 5w-40 in my old Mercedes 300d. This car has an oil pressure gauge, and whilst it could take up to 20 second to build up oil pressure when starting the engine in freezing temperatures with 15w-40, after going 5w-40 this time was cut to 3 or 4 seconds.