Hale changes. He doesn't lose his faith in his religion, but he does lose his faith in the manifestations of witchcraft he started the play believing.
Hale is perhaps the only character to believe that the witchcraft was truly real and then come to disbelieve it. The other characters either vocally denied the presence of witchcraft or never believed in the accussations but instead used the social climate to their own ends. Abigail is a perfect example of the latter group.
From a historical perspective, Rev. Hale is reportedly the only adult involved in the trials who issued an apology for the deaths of innocent people. None of the adults most responsible for those deaths (the judges, the Putnams, or Rev. Parris) apologized. Miller uses this historical fact in his characterization of Rev. Hale. When Hale arrives in Salem, his "weighty books" represent his confidence and expertise, but as early as Act II, he begins to waver in his belief that he was brought to Salem to issue an unbiased opinion. By then Rebecca Nurse has been accused--this shakes the minister--and he witnesses the silly framing of Elizabeth Proctor.
While I would agree with the previous posts that Hale does not change in his faith in God, he certainly loses his naivety in regards to putting his confidence in religious authorities. When he "quits the court" at the end of Act III, he does not change his view of God, but he has realized that much is done in the name of God that has nothing to do with purity and righteousness. Hence, Rev. Hale changes from a knowledgeable but naive character to a passionate, courageous defender of justice.
Of all that are religious in the play, he seems to have the purest motives. He is a true believer, and thinks he has found Satan in Salem, and that he has come there to help the people. He becomes aware of the lies that began the spiral of fear, and is seriously conflicted by the end of the story, as he grapples with the fact he has signed people's death warrants, and as he discovers, for a lie.
It is true that in the way mentioned above, Reverend Hale does change. In another sense, though, he remains the same steadfast man of God from the beginning of the play until the end. He is doing what he knows based on the Bible at the beginning of the play and is unwavering in the face even of witchcraft and other dark powers. Once the truth is revealed to him, though, he is unwavering in his unwillingness to participate in such evil--that of lying girls, not of witches. His one wavering comes at the end of the play when he begs John, Martha, and Elizabeth to give false testimony in order to save their lives. This is against both his principles and biblical principles, his one moment of wavering in the face of his human empathy for these innocent souls.
At the beginning of the play, he is totally convinced that he knows what he is doing. He has this moral certitude that comes from all these books he has read.
But at the end, he has lost this certainty. We can see this in the way that he tries to get Danforth to postpone the hangings and how he tries to get the condemned people to lie so they will not hang.
So I would say that he changes in that he loses his certainty that witchcraft exists and that he knows it when he sees it.