If you like it, stick with it. If you want to experiment, get three rolls of another film you want to try and give it a go - then decide if you want to buy 100' of it. I mainly use 400 Delta for fast speed (mainly in 120 & 4x5) but that is no reason why you should... Suck it and see.
Bob has a great thought here, but I beg to differ slightly; I would get 10, or even 20 rolls of another kind of film (if you actually do switch) and soup them in the dev you're using for Tri-X. I can take awhile to learn what a film/dev combo can and cannot do. Different EI's, agitation routines, dev times, amount you dilute a dev, temperature, etc., all make a difference.
I am also a big believer in Tri-x. I like it better than almost all other black and white film.
I did, however, start shooting the Arista.edu Ultra 200 recently, and love it. It also helps that the bulk 100 foot rolls are 1/2 the cost of Tri-x. I was very skeptical at first, but I've shot about 20 rolls or so of the Arista.edu ultra film and have no complaints.
I switched to HP-5 for it's ability to handle the highlights a little better, and am now after four years of it with both pyro and D76, trying out Fuji Neopan 400, which seems to have both highlights under control like HP-5 and tighter grain than either. That said there is a Tri-X "look" that time and again I see from others work that makes me jump up and pay attention, but I don't go in for mystification. It's mainly a little grit and shouldered highlights.