Your website is always changing. Obviously, not all changes you make are obvious to the user.
There are countless non-UI changes to be made; improving the algorithms
that run behind the scenes or adding new non-obvious functionality. You
want to promote these changes for a few reasons. The first being that
hopefully your changes will improve customer behavior so you want users
to be aware of the changes and ultimately become happier users. The
second being to reverse conditioned responses. Just as Pavlov showed us
many years ago, it is feasible that users found some part of your site
so broken that they conditioned themselves to no longer using it. To
reverse that response you must show them that things have changed and
that maybe they should give it a second shot.
So what is the best best way to inform your users?
One way I've always supported doing this is having a blog. There are so many successful examples of this that I doubt I'd really need to list off specific examples.
But there is a slight problem with this approach. Let's take a look at some assumptions: 1: your audience understands what a blog is; 2: your audience knows how to subscribe to a feed; 3: your audience actually does subscribe to your feed. Even assuming these clauses are all true, this does not necessarily imply that they are up to date reading your feed (heck, I'm scared to admit how many unread items I have sitting in my feed reader right now).
I think Linked In figured out a pretty cool way of highlighting changes to their site. Literally. With highlighting. As you use the site, tiny unobstrusive popups with information on new functionality pointing specifically to the change made. There is no ambiguity as to what has changed and they really don't get in the way of your interactive flow. A very elegant solution.