Good for you keeping records. Different laws are different in states...in some places though it could be considered criminal harassment. The guy is a deadbeat bum, who was getting a whole lot of something for nothing. He never intended to get a job--why did he need to, you saw that everything was taken care of! Make sure who you date from now on deserves you and puts in as much as you do. If you always have to foot the bill or take care of things because some excuse comes up, RUN!
As for now, yes, change your number. Move if you can, and keep the record of every contact he makes with you. It sucks that he seems so protected by the law, a downside to the "innocent until proven guilty" thing. But it also sounds like you have a lot of evidence and are kind of getting blown off by the police who think it's just a run-of-the-mill domestic dispute. You may want to consult a lawyer just to see if you really do have a case. Sometimes a guy or gal in a suit with a title after their name can get people to pay more attention than a gal who seems all worked up over a pesky ex.