I like to give my users a fairly high level changelog when putting out an update to something I've been working on. Usually its to call attention to new features or important bug fixes. However, I don't go into too much detail, lest I overwhelm or confuse them. Of course I'm also working on something used by average people, not IT admins.
Also, many of the changes tend to be things never directly visible to the user. These things include bugs fixed in core parts of the app the user is only vaguely aware of or updates to data formats and network protocols. Even if changes are visible to the user, sometimes they're simply too minor to call attention to them.
Mostly, I like to give my users a reason to want to upgrade, and to know that I've actually done something in the latest update.