How do bacteria change direction?

Peritrichous tumbling

Swimming motility is a mode of bacterial movement powered by rotating flagella but, unlike swarming motility, takes place as individual cells moving in liquid environments.

Twitching motility is surface motility powered by the extension and retraction of type IV pili that confers slow cell movement often with a jerky or “twitchy” appearance. Gliding motility is a catch-all definition for active surface movement that occurs along the long axis
of the cell without the aid of either flagella or pili. Gliding seems to have evolved independently in multiple lineages but generally involves the cell body moving through focal adhesion complexes that bind to the substrate.
Sliding motility is a passive form of surface spreading that does not require an active motor, but instead relies on surfactants to reduce surface tension enabling the colony to spread away from the origin driven by the outward pressure of cell growth.

REF:-
[1] A field guide to bacterial swarming motility Daniel B. Kearns
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3135019/pdf/nihms-306801.pdf

[2] Bacterial Flagella: Structure, importance and examples of flagellated bacteria APRIL 28, 2013 BY TANKESHWAR ACHARYA http://microbeonline.com/bacterial-flagella-structure-importance-and-examples-of-flagellated-bacteria/

[3] Medical microbiology Lecture 2 Dalia Mohsen, http://www.slideshare.net/DaliaMohsen1/medical-microbiology-2

[4] Bacterial Behaviour - Chemokinesis / Chemotaxis http://cronodon.com/BioTech/Chemokinesis.html