First : I don't know how to construct a structure of "moduli space" on the set of
semi-stable objects for a stability condition which is no longer a GIT stability
condition (precisely because then I have no GIT construction).

However, the question has also a sense for the set of semi-stable objects.
The general picture is the following. When you slightly modify a generic stability condition, the set of semi-stable objects does not change. But there is some
exceptionnal locus in the "space of stability condition" (in the sense of Bridgeland)
such that when you pass it, the set of semi-stable object changes completely
("wall-crossing phenomena").

For a concrete example in the spirit example, one can consider Coh(P^1) and look at
the various stability conditions of the form u deg(E) + v rk(E), u,v in the upper half plane plus the negative real half-line.
In fact, as I don't remember the precise result, consider Rep(Q) the category of the
representation of the quiver Q with two vertices linked by two arrows (in the same direction).
In Rep(Q), we have U of vector dimension (1,0) and V of vector dimension (0,1).
Consider stability condition on Rep(Q) of the form W -> u w1 + v w2 where (w1, w2) is
the vector dimension of W. Then, one can show that all depend of the relative position of
u and v in the upper half plane (more precisely : of the sign of the angle between u and v). In one case, there is a infinite number of semi-stable objects, in the other case, there is a finite number of semi-stable objects.
The case of Coh(P^1) is almost the same (in fact Coh(P^1) and Rep(Q) have the same derived category) : there are two cases, one with infinite, the other with finite semi-stable objects.

I think that among projective curves, we have such a wall-crossing phenomena only for
the projective line P^{1}. In higher genus, there is no such change (computation of the
space of stablity condition for curves : Bridgeland, Macri, Okada).

Last comment : in higher dimension "standard" = GIT stability condition is not a stability
condition in the sense of Bridgeland and I don't know how to answer the analogous of the question in this case.