I can't compare it to the Sidekick as I have never used one. I know many swear by it, but they probably never tested it side-by-side with the Mongoose
Changing the head is not that big of a deal really. Probably not much more of an effort than putting the Sidekick on and off. Normally, I don't change it in the field since, if I have it on, I'm shooting with one of the telephoto lenses and not using the short lenses on the tripod. But, as I said, swapping it out is just a matter of unthreading it and putting on the ballhead.