I know a fair number of people who sight in their rifles for two different loads, and then just keep a note somewhere so if they do want to change they can just adjust their scope.
About the only draw back I can see to that is forgetting which load you have your gun currently sighted in for.
Oh and I should mention that some cheap scopes are not reliable with their clicks. I have seen enough rifles that grouped well, but were a PITA to sight in because the buget scopes on top of them wouldn't make repeatable adjustments. Though its not a common thing to see it does happen.
