Why are you saying no every week?
Not sure about you but when I start a campaign, I lay all restrictions, if any, before the game is started.
I running X campaign and I am only allowing material froms books 1, 2, and 3.
Everything was laid out; restrictions, special rules, DM expectations, the kind of campaign, etc.
Two weeks later, "I'm not happy with my rogue. I feel he could do more. I'd like to make change XYZ to work better."
Me: "Sorry but no. This is how I wanted the campaign to be. That was how it was set up."
Repeat every single day for three weeks. It really irritated me.
Rather than boot him (and I was close to it), I relented and allowed everyone to make some similar level of changes, so long as it wasn't drastic.
Two weeks later...
"So Complete X came out and I saw this. I'm pretty sick of my character and all his problems. He's just not fun anymore. But I was hoping I could change his class to XX from this book. What do you think?"
"No. We've had this discussion already."
"But..."
Repeat until I all but implied suck it up or leave.
But that's ok because we had two campaigns going, alternating every three weeks and this guy would do brow beat the other DM almost every week.
Literally, every time the other DM's campaign started on the three week mark, he had a new PC, usually the latest flavor.
And if you let one player change, you have to allow all.
When that starts, say goodbye to any semblance of story cohesion.
Had he not left town shortly after, he'd have been booted.
Good guy else-wise, he just had issues when it came to D&D.