As the elevation above sea level (0') increases, there is less oxygen per volume of air (lower density). Typically you'll need to rejet your mains one size for every 1500'-2000' elevation difference; jet smaller when going to a higher elevation and jet larger for going to a lower elevation
Whenever you alter the amount of air flowing in or out of your motor, you'll need to rejet to compensate. More air flowing in from a more efficient air filter will result in a leaner air/fuel ratio; more air flowing out from more efficient pipes will do the same thing; in both cases you'll need to rejet to compensate (typically larger mains and sometimes larger pilots as well, depending on the mod).
http://www.dfn.com/agservices/jetfaq.html