I recently said good-bye to my mobile phone provider of a dozen years. Throughout the years I found myself an unsatisfied client more than once. During my most recent experience, the message from customer service was: "You're under contract. Nothing we can do. Sucks to be you." As soon as I could, I let the contract run out and switched to the iPhone and AT&T. (Don't write me about your bad experiences with AT&T, I'm sure they screw up, too. Having an iPhone outweighs bad customer service in my mind at this time.)
In your client's mind, once they say, "I think I'm going to change/quit working with you," they have already made up their mind. That you don't provide good value for the money they pay you. That you don't provide good (excellent) customer service. That you don't care. (Or they've run out of money. That's another issue entirely.)
If you currently have clients you like and want to keep, brainstorm more than 20 ways you can make them Raving Fans. They should be blissed out excited they have the opportunity to be working with you. They should be your marketing department telling everyone how fantastic you are and that if they aren't happy with their current provider of your type of service, they must immediately, if not sooner, switch to you. If they aren't, you've got room for improvement and theoretically a little time to get it done.