Nope, they don't change. Their memories and personalities are completely intact, otherwise they'd become disobedient from not knowing why they were where they were and why they were being made to battle and all that...they would have no memories so they would have to act on instinct, and since they would not remember any past experiences with their trainer they would feel no obligation to do anything that the trainer wants them to do. Besides, we have seen from the anime that personality traits are carried over when a pokemon evolves. Take Ash's Chikorita, for example. It was still overly affectionate toward Ash when it evolved. Ash's Pidgeotto was still loyal and serious about battling when it evolved into Pidgeot, doing what Ash wanted it to do even up to the time when Ash released it...there are a few other examples, but this ought to be sufficient information for now.